Jichao Zhao
2007
A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Whom Jichao Zhao trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Francis A. Longstaff
- Bertram Düring
- Eduardo S. Schwartz
- Michel Fournié
- A. Jungel
- Ratnesh K. Shukla
- S. Sherer
Who trusts Jichao Zhao overall
Papers from Jichao Zhao's perspective
Ordered by how strongly the researchers Jichao Zhao trusts endorse each paper. Same corpus, a different order for every researcher.
- High Order Compact Finite Difference Schemes for A Nonlinear Black-Scholes Equation
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- Optimal Stopping and the American Put
- High-order compact finite-difference methods on general overset grids
- Derivation of high-order compact finite difference schemes for non-uniform grid using polynomial interpolation
- The Pricing of Options and Corporate Liabilities
- Market Illiquidity as a Source of Model Risk in Dynamic Hedging
- User’s guide to viscosity solutions of second order partial differential equations
- Post-'87 crash fears in the S&P 500 futures option market
- The Term Structure of Interest Rates as a Random Field
Their papers
- Compact finite difference method for American option pricing (2007) — 129 citations