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Zhu, Jianwei's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
3,287 |
Total
Citations
15 |
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1.
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Zhu, Jianwei LPA
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1,810
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5
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Simulation, Stochastic volatility, Heston model, Mean-reverting squared root process, Mean-reverting Ornstein-Uhlenbeck process, Option prices
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2.
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Zhu, Jianwei LPA
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703
(15,897)
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Swap Market Model, Libor Market Model, Numeraire change, Swaptions, CMS
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3.
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Zhu, Jianwei LPA
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594
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10
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Libor Market Model, Stochastic Volatility, Characteristic Function, Pricinple Component, Caps, Swaptions
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4.
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Zhu, Jianwei LPA
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180
(82,850)
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Option Pricing, Piecewise-constant, Stochastic Volatility Model, Jump Model, Regime-Switching, FX Options
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Records 1 -
4
of 4 matches
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