Feedback to SSRN

 
  • Selected
  • Entire List
 

Sun, Zhiqiang


 SSRN Author Rank: 22,909 by Downloads
 

National City Bank


 National City Center
 1900 East Ninth Street
 Cleveland, OH 44114-3484
 United States
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Sun, Zhiqiang's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,071
Total
Citations
28
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Jump Starting GARCH: Pricing and Hedging Options With Jumps in Returns and Volatilities | Show Abstract | Download |
FRB of Cleveland Working Paper No. 06-19, AFA 2004 San Diego Meetings
Working Paper Series
Duan, Jin-Chuan
National University of Singapore (NUS) - Business School and Risk Management Institute
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Sun, Zhiqiang
National City Bank
Posted:
14 Dec 03
Last Revised:
30 Oct 07
620
(22,351)
13

2.  
On Correlation and Default Clustering in Credit Markets | Show Abstract | Download |
AFA 2010 Atlanta Meetings Paper
Working Paper Series
Berndt, Antje
Poole College of Management, NC State University
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Sun, Zhiqiang
National City Bank
Posted:
17 Mar 09
Last Revised:
27 Oct 09
425
(37,001)
2

3.  
Approximating Garch-Jump Models, Jump-Diffusion Processes, and Option Pricing | Show Abstract | Download |
Mathematical Finance, Vol. 16, No. 1, pp. 21-52, January 2006
Accepted Paper Series
Duan, Jin-Chuan
National University of Singapore (NUS) - Business School and Risk Management Institute
Ritchken, Peter H.
Case Western Reserve University - Department of Banking & Finance
Sun, Zhiqiang
National City Bank
Posted:
21 Jun 06
26
(291,573)
13


Records 1 - 3 of 3 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo7 in 0.063 seconds