Gongqiu Zhang

According to our database, Gongqiu Zhang authored at least 7 papers between 2016 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2024

Pricing Discretely Monitored Asian Options Under Regime-Switching and Stochastic Volatility Models with Jumps.

Weinan Zhang, Pingping Zeng, Gongqiu Zhang, Yue Kuen Kwok

J. Sci. Comput., February, 2024

2023

Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation.

Christian Meier, Lingfei Li, Gongqiu Zhang

Eur. J. Oper. Res., 2023

2022

Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coefficients.

Gongqiu Zhang, Lingfei Li

SIAM J. Financial Math., September, 2022

2021

Pricing American drawdown options under Markov models.

Xiang Zhang, Lingfei Li, Gongqiu Zhang

Eur. J. Oper. Res., 2021

2019

Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior.

Gongqiu Zhang, Lingfei Li

Oper. Res., 2019

2016

Option Pricing in Some Non-Lévy Jump Models.

Lingfei Li, Gongqiu Zhang

SIAM J. Sci. Comput., 2016

An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance.

Lingfei Li, Xianjun Qu, Gongqiu Zhang

J. Comput. Appl. Math., 2016