Ai-lin Zhu

From MaRDI portal
Person:692682

Available identifiers

zbMath Open zhu.ailinMaRDI QIDQ692682

List of research outcomes





PublicationDate of PublicationType
Valuation and hedging strategy of currency options under regime-switching jump-diffusion model2018-01-19Paper
Risk-minimizing pricing and hedging foreign currency options under regime-switching jump-diffusion models2017-04-27Paper
Properties of the Cox–Ingersoll–Ross Interest Rate Processes with Two-sided Reflections2015-06-24Paper
A closed form solution to one dimensional Robin boundary problems2012-12-06Paper

Research outcomes over time

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