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Jing Zhao

Orcid: 0000-0002-4391-4289

Affiliations:
  • La Trobe University, Department of Economics and Finance, Bundoora, VIC, Australia
  • Chinese University of Hong Kong, Department of Statistics, Hong Kong (PhD 2010)


According to our database1, Jing Zhao authored at least 7 papers between 2008 and 2018.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

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PhD thesis 
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Links

Online presence:

On csauthors.net:

Bibliography

2018
Dynamic safety first expected utility model.
[BibTeX]
[DOI]
Mei Choi Chiu
,
Hoi Ying Wong
,
Jing Zhao
Eur. J. Oper. Res., 2018

2015
Commodity derivatives pricing with cointegration and stochastic covariances.
[BibTeX]
[DOI]
Mei Choi Chiu
,
Hoi Ying Wong
,
Jing Zhao
Eur. J. Oper. Res., 2015

2012
Structural model of credit migration.
[BibTeX]
[DOI]
Ngai Hang Chan
,
Hoi Ying Wong
,
Jing Zhao
Comput. Stat. Data Anal., 2012

2011
Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process.
[BibTeX]
[DOI]
Hoi Ying Wong
,
Jing Zhao
J. Comput. Appl. Math., 2011

An artificial boundary method for the Hull-White model of American interest rate derivatives.
[BibTeX]
[DOI]
Hoi Ying Wong
,
Jing Zhao
Appl. Math. Comput., 2011

2010
Valuing American options under the CEV model by Laplace-Carson transforms.
[BibTeX]
[DOI]
Hoi Ying Wong
,
Jing Zhao
Oper. Res. Lett., 2010

2008
An Artificial Boundary Method for American Option Pricing under the CEV Model.
[BibTeX]
[DOI]
Hoi Ying Wong
,
Jing Zhao
SIAM J. Numer. Anal., 2008


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