Skip to contents Guo, Ivan [Author] ; Zhu, Song-Ping [Other] Equal Risk Pricing Under Convex Trading Constraints Books View online Schließen > Access https://ssrn.com/abstract=2622037 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Ma, Guiyuan [Author] ; Zhu, Song-Ping [Other]; Chen, Wenting [Other] Pricing European Call Options Under a Hard-to-Borrow Stock Books View online Schließen > Access https://ssrn.com/abstract=2975887 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Liu, Qiang [Author] ; Zhu, Song-Ping [Other]; Fan, Wei [Other] The Puzzle of Warrants Trading Below Their Intrinsic Values in China's A-Share Market Books View online Schließen > Access https://ssrn.com/abstract=1130150 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Zhu, Song-Ping [Author] ; Le, Tan [Other]; Chen, Wenting [Other]; Lu, Xiaoping [Other] Pricing Parisian Down-and-In Options Books View online Schließen > Access https://ssrn.com/abstract=2686400 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Alfeus, Mesias [Author] ; He, Xin-Jiang [Other]; Zhu, Song-Ping [Other] Regularization Effect on Model Calibration Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3515199 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Alfeus, Mesias [Author] ; He, Xin-Jiang [Other]; Zhu, Song-Ping [Other] An Empirical Study of the Option Pricing Formula with the Underlying Banned from Short Sell Books View online Schließen > Access https://ssrn.com/abstract=3478355 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Ma, Guiyuan [Author] ; Siu, Chi Chung [Other]; Zhu, Song-Ping [Other] Optimal Investment and Consumption with Return Predictability and Execution Costs Books View online Schließen > Access https://ssrn.com/abstract=3378330 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Zheng, Yawen [Author]; Zhu, Song-Ping [Author] A Generalized Approach for Pricing American Options Under Regime-Switching Model Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4227431 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022 Chen, Wenting [Author]; Zhu, Song-Ping [Author] On the asymptotic behavior of the optimal exercise price near expiry of an American put option under stochastic volatility Articles View online Schließen > Access Full access (via DOI) https://www.mdpi.com/1911-8074/15/5/189/pdf?version=1650369075 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Journal of risk and financial management ; 15(2022), 5 vom: Mai, Artikel-ID 189, Seite 1-19 Chen, Wenting [Author]; Zhu, Song-Ping [Author] On the asymptotic behavior of the optimal exercise price near expiry of an American put option under stochastic volatility Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2022 Chan, Leunglung [Author]; Zhu, Song-Ping [Author] An analytic approach for pricing American options with regime switching Articles View online Schließen > Access https://www.mdpi.com/1911-8074/14/5/188/pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Journal of risk and financial management ; 14(2021), 5 vom: Mai, Artikel-ID 188, Seite 1-20 Chan, Leunglung [Author]; Zhu, Song-Ping [Author] An analytic approach for pricing American options with regime switching Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021 Zhu, Song-Ping [Author]; Lian, Guanghua [Author] A Closed-Form Exact Solution for Pricing Variance Swaps With Stochastic Volatility Books View online Schließen > Access https://ssrn.com/abstract=1721897 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2012 Lian, Guanghua [Author]; Zhu, Song-Ping [Author] Pricing Vix Options with Stochastic Volatility and Random Jumps Books View online Schließen > Access https://ssrn.com/abstract=2065065 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2012 Zhu, Song-Ping [Author]; Lian, Guanghua [Author] An Analytical Formula for VIX Futures and its Applications Books View online Schließen > Access https://ssrn.com/abstract=1762332 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2011 Zhu, Song-Ping [Author]; Lian, Guanghua [Author] On the Valuation of Variance Swaps with Stochastic Volatility Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1762333 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2011 Ma, Guiyuan [Author] ; Siu, Chi Chung [Other]; Zhu, Song-Ping [Other]; Elliott, Robert [Other] Optimal Portfolio Execution Problem With Stochastic Price Impact Books View online Schließen > Access https://ssrn.com/abstract=3487469 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Lian, Guanghua [Author] ; Zhu, Song-Ping [Other]; Elliott, Robert J. R. [Other]; Cui, Zhenyu [Other] Semi-Analytical Valuation for Discrete Barrier Options under Time-Dependent Lévy Processes Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2865145 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Ma, Guiyuan [Author]; Zhu, Song-Ping [Author]; Guo, Ivan [Author] Valuation of general contingent claims with short selling bans : an equal-risk pricing approach Articles View online Schließen > Access Full access (via DOI) https://www.worldscientific.com/doi/pdf/10.1142/S0219024922500224?download=true Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: International journal of theoretical and applied finance ; 25(2022), 4/5 vom: Juni/Aug., Artikel-ID 2250022, Seite 1-33 Zhu, Xu [Author]; Chu, Qingyong [Author]; Song, Xinchang [Author]; Hu, Ping [Author]; Peng, Lu [Author] Explainable prediction of loan default based on machine learning models Articles View online Schließen > Access Full access (via DOI) https://www.sciencedirect.com/science/article/pii/S2666764923000218/pdfft?md5=0a23d7daaee97b7c2d3d94d8d572cbbb&pid=1-s2.0-S2666764923000218-main.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Data science and management ; 6(2023), 3 vom: Sept., Seite 123-133
Guo, Ivan [Author] ; Zhu, Song-Ping [Other] Equal Risk Pricing Under Convex Trading Constraints Books View online Schließen > Access https://ssrn.com/abstract=2622037 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Ma, Guiyuan [Author] ; Zhu, Song-Ping [Other]; Chen, Wenting [Other] Pricing European Call Options Under a Hard-to-Borrow Stock Books View online Schließen > Access https://ssrn.com/abstract=2975887 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Liu, Qiang [Author] ; Zhu, Song-Ping [Other]; Fan, Wei [Other] The Puzzle of Warrants Trading Below Their Intrinsic Values in China's A-Share Market Books View online Schließen > Access https://ssrn.com/abstract=1130150 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
Zhu, Song-Ping [Author] ; Le, Tan [Other]; Chen, Wenting [Other]; Lu, Xiaoping [Other] Pricing Parisian Down-and-In Options Books View online Schließen > Access https://ssrn.com/abstract=2686400 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Alfeus, Mesias [Author] ; He, Xin-Jiang [Other]; Zhu, Song-Ping [Other] Regularization Effect on Model Calibration Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3515199 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Alfeus, Mesias [Author] ; He, Xin-Jiang [Other]; Zhu, Song-Ping [Other] An Empirical Study of the Option Pricing Formula with the Underlying Banned from Short Sell Books View online Schließen > Access https://ssrn.com/abstract=3478355 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Ma, Guiyuan [Author] ; Siu, Chi Chung [Other]; Zhu, Song-Ping [Other] Optimal Investment and Consumption with Return Predictability and Execution Costs Books View online Schließen > Access https://ssrn.com/abstract=3378330 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Zheng, Yawen [Author]; Zhu, Song-Ping [Author] A Generalized Approach for Pricing American Options Under Regime-Switching Model Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4227431 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022
Chen, Wenting [Author]; Zhu, Song-Ping [Author] On the asymptotic behavior of the optimal exercise price near expiry of an American put option under stochastic volatility Articles View online Schließen > Access Full access (via DOI) https://www.mdpi.com/1911-8074/15/5/189/pdf?version=1650369075 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Journal of risk and financial management ; 15(2022), 5 vom: Mai, Artikel-ID 189, Seite 1-19
> Access Full access (via DOI) https://www.mdpi.com/1911-8074/15/5/189/pdf?version=1650369075 Show more show less
Chen, Wenting [Author]; Zhu, Song-Ping [Author] On the asymptotic behavior of the optimal exercise price near expiry of an American put option under stochastic volatility Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2022
Chan, Leunglung [Author]; Zhu, Song-Ping [Author] An analytic approach for pricing American options with regime switching Articles View online Schließen > Access https://www.mdpi.com/1911-8074/14/5/188/pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Journal of risk and financial management ; 14(2021), 5 vom: Mai, Artikel-ID 188, Seite 1-20
Chan, Leunglung [Author]; Zhu, Song-Ping [Author] An analytic approach for pricing American options with regime switching Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021
Zhu, Song-Ping [Author]; Lian, Guanghua [Author] A Closed-Form Exact Solution for Pricing Variance Swaps With Stochastic Volatility Books View online Schließen > Access https://ssrn.com/abstract=1721897 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2012
Lian, Guanghua [Author]; Zhu, Song-Ping [Author] Pricing Vix Options with Stochastic Volatility and Random Jumps Books View online Schließen > Access https://ssrn.com/abstract=2065065 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2012
Zhu, Song-Ping [Author]; Lian, Guanghua [Author] An Analytical Formula for VIX Futures and its Applications Books View online Schließen > Access https://ssrn.com/abstract=1762332 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2011
Zhu, Song-Ping [Author]; Lian, Guanghua [Author] On the Valuation of Variance Swaps with Stochastic Volatility Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=1762333 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2011
Ma, Guiyuan [Author] ; Siu, Chi Chung [Other]; Zhu, Song-Ping [Other]; Elliott, Robert [Other] Optimal Portfolio Execution Problem With Stochastic Price Impact Books View online Schließen > Access https://ssrn.com/abstract=3487469 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019]
Lian, Guanghua [Author] ; Zhu, Song-Ping [Other]; Elliott, Robert J. R. [Other]; Cui, Zhenyu [Other] Semi-Analytical Valuation for Discrete Barrier Options under Time-Dependent Lévy Processes Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2865145 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Ma, Guiyuan [Author]; Zhu, Song-Ping [Author]; Guo, Ivan [Author] Valuation of general contingent claims with short selling bans : an equal-risk pricing approach Articles View online Schließen > Access Full access (via DOI) https://www.worldscientific.com/doi/pdf/10.1142/S0219024922500224?download=true Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: International journal of theoretical and applied finance ; 25(2022), 4/5 vom: Juni/Aug., Artikel-ID 2250022, Seite 1-33
> Access Full access (via DOI) https://www.worldscientific.com/doi/pdf/10.1142/S0219024922500224?download=true Show more show less
Zhu, Xu [Author]; Chu, Qingyong [Author]; Song, Xinchang [Author]; Hu, Ping [Author]; Peng, Lu [Author] Explainable prediction of loan default based on machine learning models Articles View online Schließen > Access Full access (via DOI) https://www.sciencedirect.com/science/article/pii/S2666764923000218/pdfft?md5=0a23d7daaee97b7c2d3d94d8d572cbbb&pid=1-s2.0-S2666764923000218-main.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Data science and management ; 6(2023), 3 vom: Sept., Seite 123-133
> Access Full access (via DOI) https://www.sciencedirect.com/science/article/pii/S2666764923000218/pdfft?md5=0a23d7daaee97b7c2d3d94d8d572cbbb&pid=1-s2.0-S2666764923000218-main.pdf Show more show less
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