Publication Search Results
Exact matches for:
- Author = Yang Z
1.
Yang Z, Ewald CO, Menkens O
Zhaojun Yang, Christian-Oliver Ewald and Olaf Menkens:
Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus,
Mathematical Methods of Operations Research,
Online
(2011),
Online.
2.
Yang Z, Ewald CO, Wang WK
Zhaojun Yang, Christian-Oliver Ewald, and Wen-Kai Wang:
A comparative analysis of the value of information in a continuous time market model with partial information: the cases of Log-Utility and CRRA,
Journal of Probability and Statistics,
2011
(2011),
no. Article ID 238623,
23 pages.
MR2678806
3.
Yang Z, Ewald CO, Schenk-Hoppé KR
Zhaojun Yang, Christian-Oliver Ewald and Klaus Reiner Schenk-Hoppé:
An explicit expression to the locally R-minimising hedge of a European call in the hull and white model,
Quantitative and qualitative analysis in social sciences,
4
(2010),
no. 1,
1–18.
4.
Yang Z, Ewald CO
Zhaojun Yang, Christian-Oliver Ewald:
On the non-equilibrium density of geometric mean reversion,
Statistics and Probability Letters,
80
(2010),
608–611.
MR2595137
5.
Yang Z, Ewald CO, Xiao Y
Zhaojun Yang; Christian-Oliver Ewald; Yajun Xiao:
Implied volatility from Asian options Via Monte Carlo Methods,
International Journal of Theoretical and Applied Finance,
12
(2009),
no. 2,
153–178.
MR2522451
6.
Yang Z, Ewald CO
Z Yang, C O Ewald:
Continuous time evolutionary finance. The case of fix-mix strategies,
Investment Management and Financial Innovation,
5
(2008),
no. 1,
32–40.
7.
Ewald CO, Yang Z
Christian-Oliver Ewald and Zhaojun Yang:
Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk,
Mathematical Methods of Operations Research,
68
(2008),
97–123.
| Number of matches: 7 |