Zhu, Song-Ping, Australia

• ANZIAM Journal Vol. 51 (2009) - Articles for Printed Issues
  Optimal exercise price of American options near expiry
  Abstract
• ANZIAM Journal Vol. 56 (2014) - Articles for Printed Issues
  A simple closed-form formula for pricing discretely-sampled variance swaps under the heston model
  Abstract
• ANZIAM Journal Vol. 57 (2015) - Special Issue for Financial Mathematics, Probability and Statistics
  An analytical solution for Parisian up-and-in calls
  Abstract
• ANZIAM Journal Vol. 59 (2017) - Articles for Printed Issues
  Pricing European options on regime-switching assets: a comparative study of Monte Carlo and finite-difference approaches
  Abstract
• ANZIAM Journal Vol. 59 (2017) - Articles for Printed Issues
  An appropriate approach to pricing European-style options with the Adomian decomposition method
  Abstract