Zhu, Song-Ping, School of Mathematics and Applied Statistics, University of Wollongong, Australia

• ANZIAM Proceedings Vol. 56 (2014) - Articles for Printed Issues
  A simple closed-form formula for pricing discretely-sampled variance swaps under the heston model
  Abstract
• ANZIAM Proceedings Vol. 57 (2015) - Special Issue for Financial Mathematics, Probability and Statistics
  An analytical solution for Parisian up-and-in calls
  Abstract