Zhaoli Jia

From MaRDI portal
Person:256760

Available identifiers

zbMath Open jia.zhaoliMaRDI QIDQ256760

List of research outcomes





PublicationDate of PublicationType
PRICING VARIANCE SWAPS UNDER DOUBLE HESTON STOCHASTIC VOLATILITY MODEL WITH STOCHASTIC INTEREST RATE2022-11-22Paper
Homotopy analysis method for portfolio optimization problem under the 3/2 model2021-04-08Paper
https://portal.mardi4nfdi.de/entity/Q33857962021-01-14Paper
https://portal.mardi4nfdi.de/entity/Q29922382016-08-10Paper
Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process2016-03-10Paper
https://portal.mardi4nfdi.de/entity/Q34611872016-01-15Paper
Pricing convertible bonds and change of probability measure2014-09-15Paper
https://portal.mardi4nfdi.de/entity/Q36093102009-03-06Paper
https://portal.mardi4nfdi.de/entity/Q35165272008-08-06Paper
https://portal.mardi4nfdi.de/entity/Q54360962008-01-14Paper
https://portal.mardi4nfdi.de/entity/Q33681782006-01-27Paper

Research outcomes over time

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