Engineering and Information Sciences

People

Song-Ping Zhu



Research Students

  • Guiyuan Ma : Option pricing with short selling restrictions or bans being imposed
  • Ziwei Ke : Comparison of the analytical approximations for the value and optimal exercise boundary of the American options
  • Dong Yan : Modeling the Impact of Regulation to Energy and Commodity Markets
  • Sha Lin : A Study on quantitatively pricing various convertible bonds