Ying-Ying Zhang

Chongqing University

Lecturer

Shazheng Str 174, Shapingba District

Shazheng street, Shapingba district

Chongqing 400044, Chongqing 400030

China

http://user.qzone.qq.com/93347989/blog/1308306747

SCHOLARLY PAPERS

5

DOWNLOADS

436

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Quadratic Finite Element and Preconditioning for Options Pricing in the SVCJ Model

Journal of Computational Finance, Forthcoming
Number of pages: 20 Posted: 11 Jan 2012
Ying-Ying Zhang, Hong-Kui Pang, Liming Feng and Xiao-Qing Jin
Chongqing University, Xuzhou Normal University, University of Illinois at Urbana-Champaign - Department of Industrial and Enterprise Systems Engineering and University of Macau
Downloads 312 (184,284)

Abstract:

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stochastic volatility jump diffusion, barrier option, partial integro-differential equation, quadratic finite element, preconditioning, BiCGSTAB, modified incomplete LU preconditioner, block circulant preconditioner

2.

A Family of Generating Functions with an Application in Finance

Proceedings of the National Institute for Mathematical Sciences Vol. 2, No. 10 (2008)
Number of pages: 7 Posted: 27 Jan 2014
Ying-Ying Zhang, Seak-Weng Vong and Xiao-Qing Jin
Chongqing University, University of Macau and University of Macau
Downloads 40 (793,975)

Abstract:

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3.

A Splitting-Step Algorithm for Reflected Stochastic Differential Equations in R1+

Computers & Mathematics with Applications, Forthcoming
Number of pages: 16 Posted: 27 Jan 2014
Deng Ding and Ying-Ying Zhang
University of Macau and Chongqing University
Downloads 35 (832,172)

Abstract:

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reflected stochastic differential equation, Euler schemes, Milstein schemes, splitting-step algorithm, penalization method, MATLAB programs

4.

Tri-Diagonal Preconditioner for Pricing Options

Journal of Computational and Applied Mathematics, 236: 4365-4374, 2012
Number of pages: 17 Posted: 28 Jan 2014
Hong-Kui Pang, Ying-Ying Zhang and Xiao-Qing Jin
Xuzhou Normal University, Chongqing University and University of Macau
Downloads 30 (874,017)

Abstract:

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European call option, partial integro-differential equation, nonsymmetric Toeplitz system, normalized preconditioned system, tri-diagonal preconditioner, family of generating functions

5.

Imprecision Issues of Two Conditional Powers and Six Predictive Powers When the Sample Size of the Interim Data is Fixed

Number of pages: 30 Posted: 16 Oct 2022
Ying-Ying Zhang and Qian Ran
Chongqing University and Chongqing Medical and Pharmaceutical College
Downloads 19 (979,493)

Abstract:

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conditional powers, historical data, imprecision issue, interim data, predictive powers