The following pages link to Jing Zhao (Q319796):
Displaying 6 items.
- Commodity derivatives pricing with cointegration and stochastic covariances (Q319797) (← links)
- Valuing American options under the CEV model by Laplace-Carson transforms (Q613360) (← links)
- An artificial boundary method for the Hull-White model of American interest rate derivatives (Q621011) (← links)
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
- Dynamic safety first expected utility model (Q724069) (← links)
- An Artificial Boundary Method for American Option Pricing under the CEV Model (Q3395093) (← links)
