Song-Ping Zhu
Song-Ping Zhu
Professor of Mathematics, University of Wollongong, Australia
Verified email at uow.edu.au
Title
Cited by
Cited by
Year
An exact and explicit solution for the valuation of American put options
SP Zhu
Quantitative Finance 6 (3), 229-242, 2006
2602006
Solving linear diffusion equations with the dual reciprocity method in Laplace space
S Zhu, P Satravaha, X Lu
Engineering Analysis with Boundary Elements 13 (1), 1-10, 1994
1071994
A closed-form analytical solution for the valuation of convertible bonds with constant dividend yield
SP Zhu
The ANZIAM Journal 47 (4), 477-494, 2006
952006
A closed‐form exact solution for pricing variance swaps with stochastic volatility
SP Zhu, GH Lian
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011
932011
An analytical formula for VIX futures and its applications
SP Zhu, GH Lian
Journal of Futures Markets 32 (2), 166-190, 2012
922012
A new analytical approximation formula for the optimal exercise boundary of American put options
SP Zhu
International Journal of Theoretical and Applied Finance 9 (07), 1141-1177, 2006
762006
Diffraction of short-crested waves around a circular cylinder
S Zhu
Ocean Engineering 20 (4), 389-407, 1993
751993
A finite-element study of the efficiency of arrays of oscillating water column wave energy converters
JR Nader, SP Zhu, P Cooper, B Stappenbelt
Ocean Engineering 43, 72-81, 2012
712012
On the choice of interpolation functions used in the dual-reciprocity boundary-element method
Y Zhang, S Zhu
Engineering Analysis with Boundary Elements 13 (4), 387-396, 1994
711994
New solutions for the propagation of long water waves over variable depth
Y Zhang, S Zhu
Journal of Fluid Mechanics 278, 391-406, 1994
681994
Modelling the shear behaviour of rock joints with asperity damage under constant normal stiffness
B Indraratna, S Thirukumaran, ET Brown, SP Zhu
Rock Mechanics and Rock Engineering 48 (1), 179-195, 2015
672015
A predictor–corrector scheme based on the ADI method for pricing American puts with stochastic volatility
SP Zhu, WT Chen
Computers & Mathematics with Applications 62 (1), 1-26, 2011
582011
Application of CFD in ship engineering design practice and ship hydrodynamics
Z Zhang, L Hui, S Zhu, Z Feng
Journal of Hydrodynamics, Ser. B 18 (3), 315-322, 2006
582006
Numerical calculation of forces induced by short-crested waves on a vertical cylinder of arbitrary cross-section
S Zhu, G Moule
Ocean Engineering 21 (7), 645-662, 1994
581994
Pricing VIX options with stochastic volatility and random jumps
GH Lian, SP Zhu
Decisions in Economics and Finance 36 (1), 71-88, 2013
572013
Scattering of long waves around a circular island mounted on a conical shoal
S Zhu, Y Zhang
Wave Motion 23 (4), 353-362, 1996
521996
An efficient computational method for modelling transient heat conduction with nonlinear source terms
S Zhu, P Satravaha
Applied mathematical modelling 20 (7), 513-522, 1996
441996
A general DRBEM model for wave refraction and diffraction
SP Zhu, HW Liu, K Chen
Engineering analysis with boundary elements 24 (5), 377-390, 2000
432000
A new DRBEM model for wave refraction and diffraction
S Zhu
Engineering analysis with boundary elements 12 (4), 261-274, 1993
431993
Analytically pricing double barrier options based on a time-fractional Black–Scholes equation
W Chen, X Xu, SP Zhu
Computers & Mathematics with Applications 69 (12), 1407-1419, 2015
412015
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