Aihua Zhang

2011

A researcher in the Science corpus: 1 paper; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Papers from Aihua Zhang's perspective

Ordered by how strongly the researchers Aihua Zhang trusts endorse each paper. Same corpus, a different order for every researcher.

1. Diffusions, Markov Processes, and Martingales by L. C. G. Rogers
2. Information and option pricings
3. The Pricing of Options and Corporate Liabilities
4. A Barrier Option of American Type
5. Convergence of Probability Measures
6. An explicit solution to an optimal stopping problem with regime switching (Journal of Applied Probability)
7. An Introduction to Probability Theory and Its Applications
8. On optimal stopping and free boundary problems
9. Stochastic differential equations
10. An interest rate model with a Markovian mean reverting level

Their papers

• Asset allocation for a DC pension fund under regime switching environment (2011) — 51 citations