Author/Creator: Zhang, Gongqiu - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Zhang, Gongqiu

1. A two-step framework for arbitrage-free prediction of the implied volatility surface. Issue 1 (2nd January 2023)

Authors:: Zhang, Wenyong; Li, Lingfei; Zhang, Gongqiu
Journal:: Quantitative finance
Issue:: Volume 23:Issue 1(2023)
Page Start:: 21
Record Type:: Journal Article
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2. Error analysis of finite difference and Markov chain approximations for option pricing. (25th August 2017)

Authors:: Li, Lingfei; Zhang, Gongqiu
Journal:: Mathematical finance
Issue:: Volume 28:Number 3(2018)
Page Start:: 877
Record Type:: Journal Article
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3. Markov chain approximation of one-dimensional sticky diffusions. (June 2021)

Authors:: Meier, Christian; Li, Lingfei; Zhang, Gongqiu
Journal:: Advances in applied probability
Issue:: Volume 53:Number 2(2021)
Page Start:: 335
Record Type:: Journal Article
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