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Department of Economics and Finance Bundoora, Australia
La Trobe Business School
La Trobe University
RePEc:edi:sblatau (more details at EDIRC)
Research outputJump to: Articles
- 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.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Jing Zhao & Hoi Ying Wong, 2012.
"A closed-form solution to American options under general diffusion processes,"
Taylor & Francis Journals, vol. 12(5), pages 725-737, July.
- 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.
- Jun Cheng & Jin Zhang, 2012. "Analytical pricing of American options," Review of Derivatives Research, Springer, vol. 15(2), pages 157-192, July.
- 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.
- Song-Ping Zhu & Guiyuan Ma, 2018. "An analytical solution for the HJB equation arising from the Merton problem," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 1-26, March.
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