Jing Zhao

Available identifiers

zbMath Open zhao.jingWikidataQ110275686 ScholiaQ110275686MaRDI QIDQ319796

List of research outcomes

Publication	Date of Publication	Type
Dynamic safety first expected utility model	2018-07-25	Paper
Commodity derivatives pricing with cointegration and stochastic covariances	2016-10-06	Paper
A closed-form solution to American options under general diffusion processes	2014-01-17	Paper
Structural model of credit migration	2012-12-30	Paper
Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process	2011-11-10	Paper
An artificial boundary method for the Hull-White model of American interest rate derivatives	2011-02-02	Paper
Valuing American options under the CEV model by Laplace-Carson transforms	2010-12-20	Paper
An Artificial Boundary Method for American Option Pricing under the CEV Model	2009-08-20	Paper

Research outcomes over time

This page was built for person: Jing Zhao