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Weinan Zhang

Orcid: 0000-0003-3819-5969

Affiliations:
  • Harbin Institute of Technology, School of Mathematics, China
  • Southern University of Science and Technology, Department of Mathematics, Shenzhen, China


According to our database1, Weinan Zhang authored at least 2 papers between 2023 and 2024.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of four.

Timeline

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Online presence:

On csauthors.net:

Bibliography

2024
Pricing Discretely Monitored Asian Options Under Regime-Switching and Stochastic Volatility Models with Jumps.
[BibTeX]
[DOI]
Weinan Zhang
,
Pingping Zeng
,
Gongqiu Zhang
,
Yue Kuen Kwok
J. Sci. Comput., February, 2024

2023
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps.
[BibTeX]
[DOI]
Weinan Zhang
,
Pingping Zeng
,
Yue Kuen Kwok
Oper. Res. Lett., November, 2023


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