Song Ping Zhu

Song Ping Zhu

University of Wollongong - Wollongong / Australia
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 3296
person_outline Song Ping Zhu's MOST POPULAR ARTICLES
1-) An exact and explicit solution for the valuation of American put optionsSP ZhuQuantitative Finance 6 (3), 229-242, 20062862006
2-) A closed‐form exact solution for pricing variance swaps with stochastic volatilitySP Zhu, GH LianMathematical Finance: An International Journal of Mathematics, Statistics …, 20111232011
3-) An analytical formula for VIX futures and its applicationsSP Zhu, GH LianJournal of Futures Markets 32 (2), 166-190, 20121202012
4-) Modelling the shear behaviour of rock joints with asperity damage under constant normal stiffnessB Indraratna, S Thirukumaran, ET Brown, SP ZhuRock Mechanics and Rock Engineering 48, 179-195, 20151342015
5-) Analytically pricing double barrier options based on a time-fractional Black–Scholes equationW Chen, X Xu, SP ZhuComputers & Mathematics with Applications 69 (12), 1407-1419, 20151242015