The following pages link to Jin E. Zhang (Q188113):
Displaying 46 items.
- Options on the minimum or the maximum of two average prices (Q375485) (← links)
- A remark on Lin and Chang's paper `consistent modeling of S\&P 500 and VIX derivatives' (Q419485) (← links)
- A unified intrinsic functional expansion theory for solitary waves (Q608555) (← links)
- (Q931479) (redirect page) (← links)
- The multi-soliton solutions of the CH-\(\gamma\) equation (Q931480) (← links)
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- Darboux transformations of classical Boussinesq system and its new solutions (Q998044) (← links)
- Bidirectional soliton solutions of the classical Boussinesq system and AKNS system. (Q1419242) (← links)
- Equilibrium variance risk premium in a cost-free production economy (Q1624128) (← links)
- Investor attention and market microstructure (Q1668651) (← links)
- Multisynchronization for coupled multistable fractional-order neural networks via impulsive control (Q1674974) (← links)
- Asymptotic stability and asymptotic synchronization of memristive regulatory-type networks (Q1798408) (← links)
- Analytical pricing of American options (Q1937837) (← links)
- Analysis and design of associative memories for memristive neural networks with deviating argument (Q1992289) (← links)
- Centralized and decentralized data-sampling principles for outer-synchronization of fractional-order neural networks (Q2012817) (← links)
- Asset pricing in a pure exchange economy with heterogeneous investors (Q2024113) (← links)
- The valid regions of Gram-Charlier densities with high-order cumulants (Q2075942) (← links)
- Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: a Gram-Charlier density approach (Q2096151) (← links)
- The price of COVID-19-induced uncertainty in the options market (Q2126172) (← links)
- Stabilization of uncertain switched systems with frequent asynchronism via event-triggered dynamic output-feedback control (Q2135487) (← links)
- Stability analysis of a class of neural networks with state-dependent state delay (Q2187998) (← links)
- Input-to-state stabilization of a class of uncertain nonlinear systems via observer-based event-triggered impulsive control (Q2205902) (← links)
- Matrix measure approach for stability and synchronization of complex-valued neural networks with deviating argument (Q2214873) (← links)
- Global robust exponential synchronization of multiple uncertain neural networks subject to event-triggered strategy (Q2280266) (← links)
- Centralized data-sampling approach for global \(O \left(t^{- \alpha}\right)\) synchronization of fractional-order neural networks with time delays (Q2398737) (← links)
- Pricing VIX derivatives with free stochastic volatility model (Q2418425) (← links)
- Adaptive control of Mittag-Leffler stabilization and synchronization for delayed fractional-order BAM neural networks (Q2668413) (← links)
- Outer-synchronization of fractional-order neural networks with deviating argument via centralized and decentralized data-sampling approaches (Q2670598) (← links)
- Delayed impulsive control for lag synchronization of neural networks with time-varying delays and partial unmeasured states (Q2676025) (← links)
- Dissecting skewness under affine jump-diffusions (Q2697094) (← links)
- THE INTERSECTION BETWEEN EUROPEAN PUT PRICE AND ITS PAYOFF FUNCTION (Q2842535) (← links)
- New analytical option pricing models with Weyl–Titchmarsh theory (Q2873531) (← links)
- The multiple-soliton solution of the Camassa-Holm equation (Q3024571) (← links)
- VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING (Q3444867) (← links)
- The implied volatility smirk (Q3502188) (← links)
- On Boussinesq models of constant depth (Q3554367) (← links)
- (Q4380784) (← links)
- (Q4466688) (← links)
- Option pricing with Weyl–Titchmarsh theory (Q4610252) (← links)
- A new well-posed algorithm to recover implied local volatility (Q4647290) (← links)
- Lie symmetry analysis and some new exact solutions of the Wu–Zhang equation (Q4833302) (← links)
- EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION (Q4906526) (← links)
- PRICING AND HEDGING AMERICAN OPTIONS ANALYTICALLY: A PERTURBATION METHOD (Q5190051) (← links)
- Darboux transformations of classical Boussinesq system and its multi-soliton solutions (Q5936875) (← links)
- Further exploration into the valid regions of Gram-Charlier densities (Q6136567) (← links)
- The Edgeworth and Gram-Charlier densities (Q6649934) (← links)
