Zhaoli Jia

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Pricing variance swaps under double Heston stochastic volatility model with stochastic interest rate Probability in the Engineering and Informational Sciences	2022-11-22	Paper
Homotopy analysis method for portfolio optimization problem under the 3/2 model Journal of Systems Science and Complexity	2021-04-08	Paper
scientific article; zbMATH DE number 7295314 (Why is no real title available?)	2021-01-14	Paper
Pricing derivatives under a Markov skeleton process	2016-08-10	Paper
Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process Journal of Systems Science and Complexity	2016-03-10	Paper
Valuing convertible bonds under a Markov skeleton process	2016-01-15	Paper
Pricing convertible bonds and change of probability measure Journal of Systems Science and Complexity	2014-09-15	Paper
scientific article; zbMATH DE number 5524246 (Why is no real title available?)	2009-03-06	Paper
scientific article; zbMATH DE number 5307225 (Why is no real title available?)	2008-08-06	Paper
scientific article; zbMATH DE number 5226702 (Why is no real title available?)	2008-01-14	Paper
scientific article; zbMATH DE number 5002252 (Why is no real title available?)	2006-01-27	Paper

Research outcomes over time

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