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Sun, Zhiqiang


 SSRN Author Rank: 24,558 by Downloads
 

National City Bank


 National City Center
 1900 East Ninth Street
 Cleveland, OH 44114-3484
 United States
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. Sun, Zhiqiang's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,100
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 This Paper |
FRB of Cleveland Working Paper No. 06-19, AFA 2004 San Diego Meetings
Number of Pages in PDF File: 45
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
632
(24,139)
13

2.  
On Correlation and Default Clustering in Credit Markets | Show Abstract | Download This Paper |
AFA 2010 Atlanta Meetings Paper
Number of Pages in PDF File: 52
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
442
(38,947)
2

3.  
Approximating Garch-Jump Models, Jump-Diffusion Processes, and Option Pricing | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 16, No. 1, pp. 21-52, January 2006
Number of Pages in PDF File: 32
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
(318,630)
13


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