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An Empirical Study of the Opti...
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Option pricing theory
26
Optionspreistheorie
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Stochastic process
22
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22
Option trading
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Optionsgeschäft
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American put options
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regime switching
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Zhu, Song-Ping
33
He, Xin-Jiang
21
Lin, Sha
10
Ma, Guiyuan
7
Alfeus, Mesias
6
Siu, Chi Chung
4
ZHU, SONG-PING
4
Elliott, Robert J.
3
Schlögl, Erik
3
Chen, Wen-Ting
2
Chen, Wenting
2
Guo, Ivan
2
Nikitopoulos, Christina Sklibosios
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Overbeck, Ludger
2
Pasricha, Puneet
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1
Chan, Leunglung
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1
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1
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IMA journal of management mathematics
7
Journal of economic dynamics & control
5
Quantitative finance
5
Computational economics
4
The journal of futures markets
4
International Journal of Theoretical and Applied Finance (IJTAF)
3
Decisions in Economics and Finance
2
Economic modelling
2
International journal of financial engineering
2
International journal of theoretical and applied finance
2
Journal of Economic Dynamics and Control
2
Journal of Futures Markets
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European journal of operational research : EJOR
1
International review of financial analysis
1
Journal of banking & finance
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Journal of commodity markets
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New Mathematics and Natural Computation (NMNC)
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Physica A: Statistical Mechanics and its Applications
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Quantitative Finance
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Renewable Energy
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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11
Other ZBW resources
2
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1
On full calibration of hybrid local volatility and regime-switching models
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Journal of Futures Markets
38
(
2018
)
5
,
pp. 586-606
Persistent link: https://www.econbiz.de/10012082098
Saved in:
2
A hybrid computational approach for option pricing
Zhu, Song-Ping
;
He, Xin-Jiang
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011923019
Saved in:
3
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
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
Saved in:
5
How should a local regime-switching model be calibrated?
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
78
(
2017
),
pp. 149-163
Persistent link: https://www.econbiz.de/10011817489
Saved in:
6
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:
7
A new closed-form formula for pricing European options under a skew Brownian motion
Zhu, Song-Ping
;
He, Xin-Jiang
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 1063-1074
Persistent link: https://www.econbiz.de/10012244440
Saved in:
8
A revised option pricing formula with the underlying being banned from short selling
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 935-948
Persistent link: https://www.econbiz.de/10012262638
Saved in:
9
Variance and volatility swaps under a two-factor stochastic volatility model with regime switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012030900
Saved in:
10
A new algorithm for calibrating local regime-switching models
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
IMA journal of management mathematics
32
(
2021
)
2
,
pp. 237-255
Persistent link: https://www.econbiz.de/10012434403
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