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Jing Zhao

Personal Details

First Name:Jing
Middle Name:
Last Name:Zhao
Suffix:
RePEc Short-ID:pzh333
[This author has chosen not to make the email address public]

Affiliation

Department of Economics and Finance
La Trobe Business School
La Trobe University

Bundoora, Australia
http://www.latrobe.edu.au/economics/

:


RePEc:edi:sblatau (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Jing Zhao & Hoi Ying Wong, 2012. "A closed-form solution to American options under general diffusion processes," Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 725-737, July.

Citations

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Articles

  1. Jing Zhao & Hoi Ying Wong, 2012. "A closed-form solution to American options under general diffusion processes," Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 725-737, July.

    Cited by:

    1. Jun Cheng & Jin Zhang, 2012. "Analytical pricing of American options," Review of Derivatives Research, Springer, vol. 15(2), pages 157-192, July.
    2. Ballestra, Luca Vincenzo & Cecere, Liliana, 2015. "Pricing American options under the constant elasticity of variance model: An extension of the method by Barone-Adesi and Whaley," Finance Research Letters, Elsevier, vol. 14(C), pages 45-55.
    3. Takayuki Sakuma & Yuji Yamada, 2014. "Application of Homotopy Analysis Method to Option Pricing Under Lévy Processes," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 21(1), pages 1-14, March.

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