Wenjun Zhang
0000-0002-4497-0688
Publication & Citation Trends
Publications
0 total
Valuation of American put options under a modified 4/2 stochastic volatility model
Cited by 0
Semantic Scholar
Investment opportunity strategy in a double-mean-reverting 4/2 stochastic volatility environment
Cited by 1
Semantic Scholar
Valuation of barrier and lookback options under hybrid CEV and stochastic volatility
Cited by 6
Semantic Scholar
A Mellin transform approach to pricing barrier options under stochastic elasticity of variance
Cited by 4
Semantic Scholar
Pricing Path-Dependent Options under Stochastic Volatility via Mellin Transform OA
Cited by 0
Semantic Scholar
ROBUST PORTFOLIO OPTIMIZATION UNDER HYBRID CEV AND STOCHASTIC VOLATILITY
Cited by 0
Semantic Scholar
Research Topics
Diamond and Carbon-based Materials Research
(134)
Metal and Thin Film Mechanics
(105)
Advancements in Battery Materials
(103)
Supercapacitor Materials and Fabrication
(87)
Advanced battery technologies research
(85)
Affiliations
Wannan Medical College
Kunming University of Science and Technology
Hebei Medical University
Tongji University
China Women's University