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 |
|---|---|---|
| Dynamic safety first expected utility model European Journal of Operational Research | 2018-07-25 | Paper |
| Commodity derivatives pricing with cointegration and stochastic covariances European Journal of Operational Research | 2016-10-06 | Paper |
| A closed-form solution to American options under general diffusion processes Quantitative Finance | 2014-01-17 | Paper |
| Structural model of credit migration Computational Statistics and Data Analysis | 2012-12-30 | Paper |
| Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process Journal of Computational and Applied Mathematics | 2011-11-10 | Paper |
| An artificial boundary method for the Hull-White model of American interest rate derivatives Applied Mathematics and Computation | 2011-02-02 | Paper |
| Valuing American options under the CEV model by Laplace-Carson transforms Operations Research Letters | 2010-12-20 | Paper |
| An Artificial Boundary Method for American Option Pricing under the CEV Model SIAM Journal on Numerical Analysis | 2009-08-20 | Paper |
Research outcomes over time
This page was built for person: Jing Zhao
