Showing 1 - 4 results of 4 for search 'Shengwu Zhou', query time: 0.01s Refine Results
  1. 1
    The Pricing of Vulnerable Options in a Fractional Brownian Motion Environment

    The Pricing of Vulnerable Options in a Fractional Brownian Motion Environment by Chao Wang, Shengwu Zhou, Jingyuan Yang

    Published 2015-01-01
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  2. 2
    Valuation of the Vulnerable Option Price Based on Mixed Fractional Brownian Motion

    Valuation of the Vulnerable Option Price Based on Mixed Fractional Brownian Motion by Yanmin Ouyang, Jingyuan Yang, Shengwu Zhou

    Published 2018-01-01
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  3. 3
    A Positivity-Preserving Numerical Scheme for Nonlinear Option Pricing Models

    A Positivity-Preserving Numerical Scheme for Nonlinear Option Pricing Models by Shengwu Zhou, Wei Li, Yu Wei, Cui Wen

    Published 2012-01-01
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  4. 4
    Asian Option Pricing with Monotonous Transaction Costs under Fractional Brownian Motion

    Asian Option Pricing with Monotonous Transaction Costs under Fractional Brownian Motion by Di Pan, Shengwu Zhou, Yan Zhang, Miao Han

    Published 2013-01-01
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