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Disambiguation of "Zhu, Song-Ping"

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Optimal exercise of American puts with transaction costs under utility maximization.

, , and . Appl. Math. Comput., (2022)

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Ping Zhu

Ping Zhu

Ping Zhu

Ping Zhu

Ping Zhu

 

Other publications of authors with the same name

An exact and explicit solution for the valuation of American put options. Quantitative Finance, 6 (3): 229--242 (2006)An integral equation approach for pricing American put options under regime-switching model., and . Int. J. Comput. Math., 100 (7): 1454-1479 (July 2023)Optimal exercise of American puts with transaction costs under utility maximization., , and . Appl. Math. Comput., (2022)Pricing weather derivatives with the market price of risk extracted from the utility indifference valuation., , and . Comput. Math. Appl., 79 (12): 3394-3409 (2020)A note on the calculation of default probabilities in "Structural credit risk modeling with Hawkes jump-diffusion processes"., , and . J. Comput. Appl. Math., (2021)Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility., , and . Commun. Nonlinear Sci. Numer. Simul., (2021)Dynamic portfolio choice with return predictability and transaction costs., , and . Eur. J. Oper. Res., 278 (3): 976-988 (2019)Robust Portfolio Optimization with Multi-Factor Stochastic Volatility., , , and . J. Optim. Theory Appl., 186 (1): 264-298 (2020)An alternative form to calibrate the correlated Stein-Stein option pricing model., and . Comput. Appl. Math., (2019)A new analytical approximation for European puts with stochastic volatility., and . Appl. Math. Lett., 23 (6): 687-692 (2010)