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Song-Ping Zhu

Identifiers

  • name variant Song-Ping Zhu 0.60 · backfill

Papers (7)

  1. Mean-variance-utility portfolio selection with time and state dependent risk aversion q-fin.PM · 2020 · author #3
  2. Continuous time mean-variance-utility portfolio problem and its equilibrium strategy q-fin.MF · 2020 · author #3
  3. Robust portfolio optimization with multi-factor stochastic volatility q-fin.MF · 2019 · author #4
  4. Valuation of contingent claims with short selling bans under an equal-risk pricing framework q-fin.MF · 2019 · author #2
  5. Pricing Parisian down-and-in options q-fin.PR · 2015 · author #1
  6. An exact and explicit formula for pricing Asian options with regime switching q-fin.PR · 2014 · author #2
  7. An exact and explicit formula for pricing lookback options with regime switching q-fin.PR · 2014 · author #2

Mentions

  • 1910.04960 #2 · arxiv_oai · confidence 0.70 Song-Ping Zhu
  • 2005.06782 #3 · arxiv_oai · confidence 0.70 Song-Ping Zhu
  • 2007.06510 #3 · arxiv_oai · confidence 0.70 Song-Ping Zhu
  • 1910.06872 #4 · arxiv_oai · confidence 0.70 Song-Ping Zhu
  • 1511.01564 #1 · arxiv_oai · confidence 0.70 Song-Ping Zhu
  • 1407.5091 #2 · arxiv_oai · confidence 0.70 Song-Ping Zhu
  • 1407.4864 #2 · arxiv_oai · confidence 0.70 Song-Ping Zhu
  • 1511.01564 #1 · backfill · confidence 0.70 Song-Ping Zhu
  • 1407.5091 #2 · backfill · confidence 0.70 Song-Ping Zhu
  • 1407.4864 #2 · backfill · confidence 0.70 Song-Ping Zhu

Frequent Coauthors