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Disambiguation of "Zhu, Song-Ping"

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Dynamic portfolio choice with return predictability and transaction costs.

, , and . Eur. J. Oper. Res., 278 (3): 976-988 (2019)

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Ping Zhu

Ping Zhu

Ping Zhu

Ping Zhu

Ping Zhu

 

Other publications of authors with the same name

A new analytical approximation for European puts with stochastic volatility., and . Appl. Math. Lett., 23 (6): 687-692 (2010)A closed-form pricing formula for European options with market liquidity risk., , and . Expert Syst. Appl., (2022)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)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)Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility., , and . Commun. Nonlinear Sci. Numer. Simul., (2021)Robust Portfolio Optimization with Multi-Factor Stochastic Volatility., , , and . J. Optim. Theory Appl., 186 (1): 264-298 (2020)Dynamic portfolio choice with return predictability and transaction costs., , and . Eur. J. Oper. Res., 278 (3): 976-988 (2019)A note on the calculation of default probabilities in "Structural credit risk modeling with Hawkes jump-diffusion processes"., , and . J. Comput. Appl. Math., (2021)