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Option trading
Option pricing theory
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Zhu, Song-Ping
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3
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2
Chen, Wenting
2
Lu, Xiaoping
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Journal of economic dynamics & control
3
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1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
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ECONIS (ZBW)
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A new analytical approximation formula for the optimal exercise boundary of American put options
Zhu, Song-ping
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1141-1178
Persistent link: https://www.econbiz.de/10003395994
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2
An explicit analytic formula for pricing barrier options with regime switching
Chan, Leunglung
;
Zhu, Song-Ping
- In:
Mathematics and financial economics
9
(
2015
)
1
,
pp. 29-37
Persistent link: https://www.econbiz.de/10010500699
Saved in:
3
An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 77-85
Persistent link: https://www.econbiz.de/10011708772
Saved in:
4
An accurate approximation formula for pricing European options with discrete dividend payments
Zhu, Song-Ping
;
He, Xin-Jiang
- In:
IMA journal of management mathematics
29
(
2018
)
2
,
pp. 175-188
Persistent link: https://www.econbiz.de/10011888608
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5
A new integral equation formulation for American put options
Zhu, Song-Ping
;
He, Xin-Jiang
;
Lu, Xiaoping
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 483-490
Persistent link: https://www.econbiz.de/10011906400
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6
Calculating the optimal exercise boundary of American put options with an approximation formula
Zhu, Song-ping
-
2005
Persistent link: https://www.econbiz.de/10002756673
Saved in:
7
Should an American option be exercised earlier or later if volatility is not assumed to be a constant?
Zhu, Song-ping
;
Chen, Wen-ting
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1279-1297
Persistent link: https://www.econbiz.de/10009541996
Saved in:
8
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/10009726170
Saved in:
9
Pricing VIX options with stochastic volatility and random jumps
Lian, Guang-hua
;
Zhu, Song-ping
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
1
,
pp. 71-88
Persistent link: https://www.econbiz.de/10009729063
Saved in:
10
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/10009703598
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