Song-Ping Zhu
Song-Ping Zhu
Professor of Mathematics, University of Wollongong, Australia
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Cited by
Cited by
An exact and explicit solution for the valuation of American put options
SP Zhu
Quantitative Finance 6 (3), 229-242, 2006
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
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
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
An analytical formula for VIX futures and its applications
SP Zhu, GH Lian
Journal of Futures Markets 32 (2), 166-190, 2012
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
Diffraction of short-crested waves around a circular cylinder
S Zhu
Ocean Engineering 20 (4), 389-407, 1993
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
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
New solutions for the propagation of long water waves over variable depth
Y Zhang, S Zhu
Journal of Fluid Mechanics 278, 391-406, 1994
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
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
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
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
Pricing VIX options with stochastic volatility and random jumps
GH Lian, SP Zhu
Decisions in Economics and Finance 36 (1), 71-88, 2013
Scattering of long waves around a circular island mounted on a conical shoal
S Zhu, Y Zhang
Wave Motion 23 (4), 353-362, 1996
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
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
A new DRBEM model for wave refraction and diffraction
S Zhu
Engineering analysis with boundary elements 12 (4), 261-274, 1993
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
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