Fan Zhang

Peking University

Assistant Professor

No. 38 Xueyuan Road

Haidian District

Beijing, Beijing 100871

China

SCHOLARLY PAPERS

2

DOWNLOADS

545

SSRN CITATIONS

3

CROSSREF CITATIONS

5

Scholarly Papers (2)

1.

Fast Swaption Pricing Under a Market Model with Stochastic Volatility

Number of pages: 30 Posted: 20 Jun 2005
Lixin Wu and Fan Zhang
Hong Kong University of Science & Technology - Department of Mathematics and Peking University
Downloads 501 (69,395)
Citation 5

Abstract:

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LIBOR model, stochastic volatility, square-root process, swaptions, Fast Fourier transform (FFT)

2.

Sustaining Growth of the People's Republic of China

Asian Development Review 32:1, 2015
Number of pages: 18 Posted: 09 Apr 2016
Justin Y. Lin and Fan Zhang
Peking University - China Center for Economic Research and Peking University
Downloads 44 (493,476)

Abstract:

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GDP growth rate, technological innovation, infrastructure investment, structural adjustment