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Publications by Song-Ping Zhu

A Spectral-Collocation Method for Pricing Perpetual American Puts With Stochastic Volatility

Applied Mathematics and Computation

Computational Mathematics

Applied Mathematics

English

A New Integral Equation Formulation for American Put Options

Quantitative Finance

English

An Alternative Form to Calibrate the Correlated Stein–Stein Option Pricing Model

Computational and Applied Mathematics

Computational Mathematics

Applied Mathematics

English

An Analytical Solution for Parisian Up-And-In Calls

English

Pricing Convertible Bonds Based on a Multi-Stage Compound-Option Model

Physica A: Statistical Mechanics and its Applications

Condensed Matter Physics

English

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