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Chen, Wen-Ting
2
Lian, Guang‐Hua
2
Zhu, Song-Ping
2
Zhu, Song‐Ping
2
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Journal of economic dynamics & control
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of futures markets
1
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OLC EcoSci
ECONIS (ZBW)
54
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EconStor
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1
Pricing Parisian and Parasian options analytically
Zhu, Song-Ping
;
Chen, Wen-Ting
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 875-896
Persistent link: https://www.econbiz.de/10010074104
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2
An inverse finite element method for pricing American options
Zhu, Song-Ping
;
Chen, Wen-Ting
- In:
Journal of economic dynamics & control
37
(
2013
)
1
,
pp. 231-250
Persistent link: https://www.econbiz.de/10010054578
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3
An analytical formula for VIX futures and its applications
Zhu, Song‐Ping
;
Lian, Guang‐Hua
- In:
The journal of futures markets
32
(
2012
)
2
,
pp. 166-191
Persistent link: https://www.econbiz.de/10009819021
Saved in:
4
A CLOSED‐FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY
Zhu, Song‐Ping
;
Lian, Guang‐Hua
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 233-257
Persistent link: https://www.econbiz.de/10008821264
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