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Song‐Ping Zhu

university of wollongong

35H指数
270论文数
4.3K被引数
收录论文 42
发表时间
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Analytical approximations for American option pricing under regime-switching modelsregime-switching 模型下的美式期权定价的解析近似
errQuantitative Finance
IF1.4
err2026-03-01
err1
PREAI
errZheng, Yawen; Pun, Chi Seng; Zhu, Song-Ping
err分享
err收藏
A new closed-form solution for optimal portfolio selection with liquidity risk考虑流动性风险的最优投资组合选择的新解析解
errMathematical Modelling and Analysis
IF1.4
err2026-01-01
err0
PREAI
errGoel, Dhruv; Zhu, Song-Ping
err分享
err收藏
Distributed fixed-time fault-tolerant tracking and containment of second-order multi-agent systems分布式固定时间容错跟踪与聚集控制问题研究，针对二阶多智能体系统
errISA Transactions
IF6.5
err2025-11-15
err0
PREAI
errChongyang Chen; Yanling Li; Song Zhu; Yiyan Han
err分享
err收藏
A new criterion on stability in distribution for hybrid neutral stochastic delay systems混合中立型随机时滞系统分布稳定性的新判据
errSYSTEMS & CONTROL LETTERS
IF2.5
err2025-10-01
err0
PREAI
errYu, Han; Zhu, Song; Chen, Huabin; Wen, Shiping; Mu, Chaoxu
err分享
err收藏
Can volatility spread fully capture the put-call parity violation?波动率价差能否完全捕捉看跌-看涨期权平价违背？
errnorth american journal of economics and finance
IF0
err2025-08-11
err0
PREAI
errShican Liu; Songping Zhu
err分享
err收藏
Semantic Consistency Assisted Neuron Adding Network for Generalized Zero-Shot Diagnosis With Incremental Learning Capability语义一致性辅助的神经元添加网络，用于具有增量学习能力的一般化零样本诊断
errIEEE Transactions on Network Science and Engineering
IF7.9
err2025-06-13
err0
PREAI
errKai Zhong; Hengchang Zhu; Xiaoming Zhang; Song Zhu
err分享
err收藏
Trade Off Analysis Between Fixed-Time Stabilization and Energy Consumption of Nonlinear Stochastic Systems
errINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL
IF3.2
err2024-11-19
err0
errOAAI
errWang, Yuchun; Zhu, Song; Shao, Hu; Wang, Li; Wen, Shiping
err分享
err收藏
Pricing options with a new hybrid neural network model
errEXPERT SYSTEMS WITH APPLICATIONS
IF7.5
err2024-10-01
err1
PREAI
errShvimer, Yossi; Zhu, Song-Ping
err分享
err收藏
Roof greening in major Chinese cities possibly afford a large potential carbon sink
errSCIENCE BULLETIN
IF21.1
err2024-10-01
err2
PREAI
errYang, Chao; Zhang, Yinghui; Chen, Min; Zhu, Song; Tang, Yuzhi; Zhang, Zhixin; Ma, Wei; Liu, Huizeng; Chen, Junyi; Tang, Bohui; Zhang, Dejin; Huang, Zhengdong; Wang, Xuqing; Tu, Wei; Liu, Cuiling; Shi, Tiezhu; Xu, Haiying; Cui, Aihong; Meng, Fanyi; Zhao, Tianhong; Guo, Kai; Guo, Wenhao; Fan, Bi; Qin, Quande; Hong, Wuyang; Wu, Haishan; Wang, Bing; Zeng, Jinrong; Wu, Ka Wai; Li, Qingquan
err分享
err收藏
Analytical pricing formulae for variance and volatility swaps with a new stochastic volatility and interest rate model具有新的随机波动率和利率模型的方差和波动率互换的解析定价公式
errEXPERT SYSTEMS WITH APPLICATIONS
IF7.5
err2022-11-01
err4
PREAI
errHe, Xin-Jiang; Zhu, Song-Ping
err分享
err收藏
Portfolio choice with return predictability and small trading frictions
errECONOMIC MODELLING
IF4.7
err2022-06-01
err6
PREAI
errMa, Guiyuan; Siu, Chi Chung; Zhu, Song-Ping
err分享
err收藏
A closed-form pricing formula for European options in an illiquid asset market
errFINANCIAL INNOVATION
IF7.2
err2022-04-02
err12
errOAAI
errPasricha, Puneet; Zhu, Song-Ping; He, Xin-Jiang
err分享
err收藏
A closed-form pricing formula for European options with market liquidity risk
errEXPERT SYSTEMS WITH APPLICATIONS
IF7.5
err2022-03-01
err5
PREAI
errPasricha, Puneet; Zhu, Song-Ping; He, Xin-Jiang
err分享
err收藏
Optimal exercise of American puts with transaction costs under utility maximization
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2022-02-01
err3
PREAI
errLu, Xiaoping; Yan, Dong; Zhu, Song-Ping
err分享
err收藏
Nonlinear PDE model for European options with transaction costs under Heston stochastic volatilityHeston随机波动率下具有交易成本的欧式期权非线性PDE模型
errCOMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION
IF3.8
err2021-12-01
err10
PREAI
errLu, Xiaoping; Zhu, Song-Ping; Yan, Dong
err分享
err收藏
Optimal investment and consumption with return predictability and execution costs
errECONOMIC MODELLING
IF4.7
err2020-06-01
err13
PREAI
errMa, Guiyuan; Siu, Chi Chung; Zhu, Song-Ping
err分享
err收藏
An improved evaluation framework for industrial green development: Considering the underlying conditions
errECOLOGICAL INDICATORS
IF7.4
err2020-05-01
err26
PREAI
errLi, Wei; Xi, Yongqin; Liu, Shi Qiang; Li, Meijuan; Chen, Lei; Wu, Xueping; Zhu, Songping; Masoud, Mahmoud
err分享
err收藏
Optimal portfolio execution problem with stochastic price impact
errAUTOMATICA
IF5.9
err2020-02-01
err16
PREAI
errMa, Guiyuan; Siu, Chi Chung; Zhu, Song-Ping; Elliott, Robert J.
err分享
err收藏
Dynamic portfolio choice with return predictability and transaction costs
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2019-11-01
err32
errOAAI
errMa, Guiyuan; Siu, Chi Chung; Zhu, Song-Ping
err分享
err收藏
Pricing European call options under a hard-to-borrow stock model难借股票模型下的欧式看涨期权定价
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2019-09-01
err6
PREAI
errMa, Guiyuan; Zhu, Song-Ping; Chen, Wenting
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
B
Buddhima Indraratna
H 指数: 85 · 论文数: 1.0K
S
Scott W. Sloan
H 指数: 84 · 论文数: 401
廖
廖世俊 (Shijun Liao)
H 指数: 65 · 论文数: 354
R
Robert J. Elliott
H 指数: 52 · 论文数: 728
P
Paul Cooper
H 指数: 49 · 论文数: 426
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