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A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes

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Strategic asset valuation and higher stochastic moments : an adjusted black-scholes model

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On two transform methods for the valuation of contingent claims

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A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes

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A study on numerical solution of Black-Scholes model

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The pricing models of covered warrants and empirical study in Thin markets and developed markets

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Price jump diffusion in Iranian housing market (Merton model and NGARCH approach)

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Fundamental Problems and Solutions in Finance

Zhang, Zhiqiang - 2023

Asset Valuation -- Finance and its Fundamental Problems -- Discounting and Bond Valuation -- Stock and Equity Valuation: Where Discounting Does Not Work -- Asset Pricing -- Option Pricing and Valuation of Contingent Cash Flow -- Certainty Equivalent, Risk Premium and Asset Pricing -- Debt/Loan...

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The Black & Scholes formula and resulting advancements : derivation and interpretation with special focus on the validity of the underlying assumptions

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