Edit Profile (opens in new tab) Zhang, Shunming Co-Author Distance Author ID: zhang.shunming Published as: Zhang, Shunming; Zhang, Shungming; Zhang, Shun-Ming; Zhang, S. M. more...less Documents Indexed: 26 Publications since 1996 Co-Authors: 18 Co-Authors with 16 Joint Publications 802 Co-Co-Authors all top 5 Co-Authors 9 single-authored 3 Deng, Xiao-Tie 3 Shi, Xiaojun 2 Huang, Hui 2 Li, Jiangfeng 2 Sun, Yuzhe 2 Wang, Shouyang 2 Whalley, John 1 Chen, Zhijuan 1 Chen, Zhuming 1 Dong, Yanjie 1 Feng, Y. 1 Gu, Yonggeng 1 Liu, Weifang 1 Liu, Zaihua 1 Wang, Jinliang 1 Wang, Yuyun 1 Wu, Qiong 1 Xu, Chunlei 1 Ye, Zhiqiang all top 5 Serials 4 Applied Mathematics. Series B (English Edition) 3 Economics Letters 2 Acta Mathematica Scientia. Series B. (English Edition) 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Economics 1 Journal of Systems Science and Mathematical Sciences 1 Asia-Pacific Journal of Operational Research 1 Mathematica Applicata 1 Systems Science and Mathematical Sciences 1 Journal of Global Optimization 1 European Journal of Operational Research 1 Economic Theory 1 Mathematical Problems in Engineering 1 Mathematical Finance 1 Far East Journal of Applied Mathematics 1 Quantitative Finance 1 Journal of Systems Science and Complexity 1 Acta Mathematica Scientia. Series B. (English Edition) 1 International Journal of Operational Research 1 International Journal of Information Technology & Decision Making all top 5 Fields 26 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Operations research, mathematical programming (90-XX) 2 Partial differential equations (35-XX) 1 Functional analysis (46-XX) 1 Probability theory and stochastic processes (60-XX) 1 Statistics (62-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 9 Publications have been cited 28 times in 26 Documents Cited by ▼ Year ▼ American option pricing under the double Heston model based on asymptotic expansion. Zbl 1420.91363 Zhang, S. M.; Feng, Y. 9 2019 An incentive-compatible solution for trade credit term incorporating default risk. Zbl 1188.90019 Shi, Xiaojun; Zhang, Shunming 8 2010 Portfolio selection theory with different interest rates for borrowing and lending. Zbl 1088.91037 Zhang, Shunming; Wang, Shouyang; Deng, Xiaotie 7 2004 Dynamic arbitrage-free asset pricing with proportional transaction costs. Zbl 1050.91054 Zhang, Shunming; Xu, Chunlei; Deng, Xiaotie 7 2002 Finite horizon arbitrage-free security markets. Zbl 0908.90022 Zhang, Shunming; Wang, Yuyun 2 1998 Existence of stochastic equilibrium with incomplete financial markets. Zbl 0907.90030 Zhang, Shunming 1 1998 Extension of Stiemke’s lemma and equilibrium in economies with infinite-dimensional commodity space and incomplete financial markets. Zbl 0862.90033 Zhang, S. M. 1 1996 Which is the important factor that influences the development of the stock market, the investor sentiment or the leverage trading? Zbl 1449.91143 Chen, Zhijuan; Dong, Yanjie; Zhang, Shunming 1 2019 On convergence of a semi-analytical method for American option pricing. Zbl 1127.91025 Deng, Xiaotie; Gu, Yonggeng; Wang, Shouyang; Zhang, Shunming 1 2006 American option pricing under the double Heston model based on asymptotic expansion. Zbl 1420.91363 Zhang, S. M.; Feng, Y. 9 2019 Which is the important factor that influences the development of the stock market, the investor sentiment or the leverage trading? Zbl 1449.91143 Chen, Zhijuan; Dong, Yanjie; Zhang, Shunming 1 2019 An incentive-compatible solution for trade credit term incorporating default risk. Zbl 1188.90019 Shi, Xiaojun; Zhang, Shunming 8 2010 On convergence of a semi-analytical method for American option pricing. Zbl 1127.91025 Deng, Xiaotie; Gu, Yonggeng; Wang, Shouyang; Zhang, Shunming 1 2006 Portfolio selection theory with different interest rates for borrowing and lending. Zbl 1088.91037 Zhang, Shunming; Wang, Shouyang; Deng, Xiaotie 7 2004 Dynamic arbitrage-free asset pricing with proportional transaction costs. Zbl 1050.91054 Zhang, Shunming; Xu, Chunlei; Deng, Xiaotie 7 2002 Finite horizon arbitrage-free security markets. Zbl 0908.90022 Zhang, Shunming; Wang, Yuyun 2 1998 Existence of stochastic equilibrium with incomplete financial markets. Zbl 0907.90030 Zhang, Shunming 1 1998 Extension of Stiemke’s lemma and equilibrium in economies with infinite-dimensional commodity space and incomplete financial markets. Zbl 0862.90033 Zhang, S. M. 1 1996 all cited Publications top 5 cited Publications all top 5 Cited by 63 Authors 3 Li, Zhongfei 2 Bi, Gongbing 2 Deng, Xiao-Tie 2 Wang, Kai 2 Wang, Shouyang 2 Zhang, Shunming 2 Zhao, Ruiqing 1 An, Ming-Yu 1 Baccara, Mariagiovanna 1 Battauz, Anna 1 Cai, Maocheng 1 Cao, Xiu-Juan 1 Cave, Joshua 1 Chaudhuri, Kausik 1 Chen, Wei 1 Chen, Yutao 1 Deng, Xiaothie 1 Dhingra, Vrinda 1 Ding, Jia-Lei 1 Ding, Yuanyao 1 Feng, Xingdong 1 Gupta, Shiv Kumar 1 He, Haoyuan 1 Hou, Pengwen 1 Huang, Hui 1 Huang, Xiaoxia 1 Jaggi, Chandra K. 1 Khanna, Aditi 1 Khodamoradi, Tahereh 1 Kishore, Aakanksha 1 Kumbhakar, Subal Chandra 1 Leduc, Guillaume 1 Li, Hongping 1 Li, Xiang 1 Liang, Dong 1 Lu, Zudi 1 Ma, Hui 1 Mahata, Gour Chandra 1 Mahata, Puspita 1 Ortu, Fulvio 1 Peng, Jin 1 Roux, Alet 1 Salahi, Maziar 1 Sarkar, Biswajit 1 Sharma, Amita 1 Shen, Yichen 1 Su, Xiaoli 1 Wang, Dong 1 Wang, Jing 1 Wang, Jun 1 Wang, Mei 1 Wang, Pingfan 1 Wang, Xiaogang 1 Yan, Xiaoming 1 Yang, Hailiang 1 Yang, Yiping 1 Ye, Lu 1 Yuan, Dao-Long 1 Yuan, Xiaoyong 1 Zastawniak, Tomasz 1 Zhang, Qian 1 Zhao, Tianyi 1 Zhu, Shuzhen all top 5 Cited in 20 Serials 3 European Journal of Operational Research 2 Annals of Operations Research 2 Applied Mathematics. Series B (English Edition) 2 International Transactions in Operational Research 2 Journal of Industrial and Management Optimization 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Economics 1 Theoretical Computer Science 1 Stochastic Analysis and Applications 1 Optimization 1 Journal of Economic Dynamics & Control 1 International Journal of Foundations of Computer Science 1 Journal of Global Optimization 1 Mathematical Problems in Engineering 1 Journal of Combinatorial Optimization 1 Discrete Dynamics in Nature and Society 1 Decisions in Economics and Finance 1 Computational Management Science 1 Annals of Finance 1 Mathematics all top 5 Cited in 6 Fields 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 15 Operations research, mathematical programming (90-XX) 1 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Biology and other natural sciences (92-XX) Citations by Year