Wenjun Zhang

Orcid: 0000-0003-4426-7420

Affiliations:

Auckland University of Technology, School of Engineering, Computer and Mathematical Sciences, Auckland, New Zealand

According to our database¹, Wenjun Zhang authored at least 3 papers between 2019 and 2026.

Collaborative distances:

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2026

Valuation of American put options under a modified 4/2 stochastic volatility model.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2026

2021

Pricing variance swaps under hybrid CEV and stochastic volatility.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2021

2019

A note on "A closed-form pricing formula for European options under the Heston model with stochastic interest rate".

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2019