Ally Zhang

affiliation not provided to SSRN

Lancaster University - Lancaster University Management School

Assistant Professor

Accounting And Finance,

LUMS,

Bailrigg Lancaster, LA LA1 4YX

United Kingdom

http://www.allyquanzhang.com/wordpress/

  • Lancaster University - Lancaster University Management School

SCHOLARLY PAPERS

9

DOWNLOADS

685

TOTAL CITATIONS

3

Scholarly Papers (9)

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1.

Analytical Option Pricing Under an Asymmetrically Displaced Double Gamma Jump-Diffusion Model

26th Australasian Finance and Banking Conference 2013, Swiss Finance Institute Research Paper No. 17-78
Number of pages: 48 Posted: 18 Aug 2013 Last Revised: 12 Feb 2018
Matthias Thul, Ally Zhang and Ally Zhang
IMC Financial Markets and Lancaster University - Lancaster University Management Schoolaffiliation not provided to SSRN
Downloads 372 (168,786)
Citation 3

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displaced tails, jump-diffusion, option pricing, maximum likelihood estimation

2.

How Much Is the Gap? Efficient Jump Risk-Adjusted Valuation of Leveraged Certificates

Quantitative Finance, Vol. 17, No. 9
Number of pages: 49 Posted: 02 Feb 2014 Last Revised: 04 Jan 2018
Ally Zhang, Ally Zhang and Matthias Thul
Lancaster University - Lancaster University Management Schoolaffiliation not provided to SSRN and IMC Financial Markets
Downloads 135 (445,249)

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leveraged certificates, barrier options, overnight gap, risk management

3.

Presale Dynamics: Risk Sharing via Early Discounts and Quick Sales

Number of pages: 65 Posted: 30 May 2024 Last Revised: 13 Mar 2025
Quan Gan, Maggie R. Hu, Yang Shi, Ally Zhang and Ally Zhang
The University of Sydney - Discipline of Finance, Zicklin School of Business, Baruch College - The City University of New York, Deakin University - Department of Finance and Lancaster University - Lancaster University Management Schoolaffiliation not provided to SSRN
Downloads 68 (699,577)

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Presale contracts, Early discounts, Quick sales, Risk sharing, Price-time sensitivity JEL classification: G32

4.

Recursive equilibria in dynamic economies with bounded rationality

Number of pages: 28 Posted: 05 May 2021
Runjie Geng, Ally Zhang and Ally Zhang
University of Zurich - Department Finance and Lancaster University - Lancaster University Management Schoolaffiliation not provided to SSRN
Downloads 50 (811,804)

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bounded rationality, recursive equilibria, behavioral economics, asset pricing

5.

Influence of price elasticity of demand on monopoly games under different returns to scale

Number of pages: 30 Posted: 07 Oct 2024
Xiaoliang Li, Jing Yang, Ally Zhang and Ally Zhang
Guangzhou College of Technology and Business, Guangxi Minzu University and Lancaster University - Lancaster University Management Schoolaffiliation not provided to SSRN
Downloads 16 (1,157,835)

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general isoelastic demand, quadratic cost, local asymptotical stability, global asymptotical stability

6.

Green Goodwill and Effectiveness of Carbon Abatement Policies: Static and Dynamic Perspectives

Number of pages: 47 Posted: 04 Feb 2025
Ally Zhang, Ally Zhang and Xiaoliang Li
Lancaster University - Lancaster University Management Schoolaffiliation not provided to SSRN and Guangzhou College of Technology and Business
Downloads 13 (1,196,063)

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Green Goodwill, Carbon Emission Abatement, Consumer Green Awareness, Bounded Rationality, Market Stability

7.

Green Goodwill in a Monopolistic Market: A Dynamic Game Approach to Carbon Emission Abatement and Market Stability

Number of pages: 26 Posted: 12 Feb 2025
Xiaoliang Li, Shuie Sun, Yuhao Cheng, Ally Zhang and Ally Zhang
Guangzhou College of Technology and Business, Guangzhou College of Technology and Business, Guangzhou College of Technology and Business and Lancaster University - Lancaster University Management Schoolaffiliation not provided to SSRN
Downloads 12 (1,208,383)

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carbon emission abatement, green goodwill, green awareness, monopoly game, market stability

8.

Comparison of the Cournot and Bertrand Competition: A Symbolic Computation Approach

Number of pages: 43 Posted: 24 Feb 2025
Ally Zhang, Ally Zhang, Xiaoliang Li and Bo Huang
Lancaster University - Lancaster University Management Schoolaffiliation not provided to SSRN, Guangzhou College of Technology and Business and Beihang University (BUAA) - School of Mathematical Sciences
Downloads 11 (1,231,712)

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nonlinear oligopoly game, Cournot competition, Bertrand competition, symbolic computation, backward induction

9.

Green Goodwill and Effectiveness of Carbon Abatement Policies: Static and Dynamic Perspectives

Number of pages: 43 Posted: 23 Dec 2024
Xiaoliang Li, Ally Zhang and Ally Zhang
Guangzhou College of Technology and Business and Lancaster University - Lancaster University Management Schoolaffiliation not provided to SSRN
Downloads 8 (1,252,298)

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Green Goodwill, Carbon Abatement, Market Stability, Bounded Rationality