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Zheng, Harry
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OLC EcoSci
ECONIS (ZBW)
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Approximate basket options valuation for a jump-diffusion model
Xu, Guoping
;
Zheng, Harry
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 188-194
Persistent link: https://www.econbiz.de/10008314498
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2
Basket options valuation for a local volatility jump–diffusion model with the asymptotic expansion method
Xu, Guoping
;
Zheng, Harry
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 415-423
Persistent link: https://www.econbiz.de/10008717968
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3
Approximate basket options valuation for a jump-diffusion model
Xu, Guoping
;
Zheng, Harry
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 188-195
Persistent link: https://www.econbiz.de/10008882350
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4
Qualitative Sensitivity Analysis in Monotropic Programming
Gautier, Antoine
;
Granot, Frieda
;
Zheng, Harry
- In:
Mathematics of operations research
23
(
1998
)
3
,
pp. 695-707
Persistent link: https://www.econbiz.de/10006419781
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5
Macaulay durations for nonparallel shifts
Zheng, Harry
-
2007
Persistent link: https://www.econbiz.de/10008222031
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6
Interaction of credit and liquidity risks: Modelling and valuation
Zheng, Harry
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 391-408
Persistent link: https://www.econbiz.de/10005878636
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7
Basket CDS pricing with interacting intensities
Zheng, Harry
;
Jiang, Lishang
- In:
Finance and stochastics
13
(
2009
)
3
,
pp. 445
Persistent link: https://www.econbiz.de/10008274834
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8
STRIPPING COUPONS WITH LINEAR PROGRAMMING
Allen, David E.
;
Thomas, Lyn C.
;
Zheng, Harry
- In:
The journal of fixed income
10
(
2000
)
2
Persistent link: https://www.econbiz.de/10007177501
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9
Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization
Westray, Nicholas
;
Zheng, Harry
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 501-513
Persistent link: https://www.econbiz.de/10009262460
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10
Efficient frontier of utility and CVaR
Zheng, Harry
- In:
Mathematical methods of operations research
70
(
2009
)
1
,
pp. 129-148
Persistent link: https://www.econbiz.de/10008281467
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