Jianwei Zhu

University of Tuebingen

Dipl.-Wirt.math.

Mohlstrasse 36

D - 72074 Tuebingen

Germany

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Stochastic Volatility with an Ornstein-Uhlenbeck Process: An Extension

Number of pages: 18 Posted: 07 Sep 1998
Rainer Schoebel and Jianwei Zhu
University of Tuebingen - Faculty of Economics and Social Sciences and University of Tuebingen
Downloads 2,935 (4,229)
Citation 6

Abstract:

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2.

Modular Pricing of Options

Number of pages: 42 Posted: 15 Aug 2000
Jianwei Zhu
University of Tuebingen
Downloads 885 (28,338)

Abstract:

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