Publications :Publication List (sourced via UOW Database)
Zhu, S. (2006). An exact and explicit solution for the valuation of American put options. Quantitative Finance, 6 (3), 229-242.
Zhu, S. & Chen, W. (2013). Pricing Parisian and Parasian options analytically. Journal of Economic Dynamics and Control, 37 (4), 875-896.
Zhu, S. & Lian, G. (2011). A closed-form exact solution approach for pricing variance swaps with stochastic volatility. Mathematical Finance, 21 (2), 233-256.
Zhu, S. & Chen, W. (2013). An inverse finite element method for pricing American options. Journal of Economic Dynamics and Control, 37 (1), 231-250.
Zhu, S. & Zhang, Y. (1997). On Nonlinear Transient Free-surface Flows over a Bottom Obstruction. Physics of Fluids, 9 (9), 2598-2604.
- Xiangchen Zeng : A study of some efficient numerical techniques used in pricing options under stochastic volatility models
- 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