Zongwu Zhu

According to our database, Zongwu Zhu authored at least 2 papers between 2004 and 2005.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2005

A Monte-Carlo Option-Pricing Algorithm for Log-Uniform Jump-Diffusion Model.

Zongwu Zhu, Floyd B. Hanson

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

2004

Comparison of market parameters for jump-diffusion distributions using multinomial maximum likelihood estimation.

Floyd B. Hanson, Zongwu Zhu

Proceedings of the 43rd IEEE Conference on Decision and Control, 2004