Gongqiu Zhang

Gongqiu Zhang

Chinese University of Hong Kong - Central Ave / Hong Kong
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4571230
香港中文大學
person_outline Gongqiu Zhang's MOST POPULAR ARTICLES
1-) Error analysis of finite difference and Markov chain approximations for option pricingL Li, G ZhangMathematical Finance 28 (3), 877-919, 2018452018
2-) Analysis of Markov chain approximation for option pricing and hedging: Grid design and convergence behaviorG Zhang, L LiOperations Research 67 (2), 407-427, 2019432019
3-) Pure jump models for pricing and hedging VIX derivativesJ Li, L Li, G ZhangJournal of Economic Dynamics and Control 74, 28-55, 2017332017
4-) Pricing American drawdown options under Markov modelsX Zhang, L Li, G ZhangEuropean Journal of Operational Research 293 (3), 1188-1205, 2021252021
5-) Option pricing in some non-Lévy jump modelsL Li, G ZhangSIAM Journal on Scientific Computing 38 (4), B539-B569, 2016252016