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Author ID: zhang.shunming Recent zbMATH articles by "Zhang, Shunming"
Published as: Zhang, Shunming; Zhang, Shungming; Zhang, Shun-Ming; Zhang, S. M.
Documents Indexed: 26 Publications since 1996
Co-Authors: 18 Co-Authors with 16 Joint Publications
802 Co-Co-Authors

Publications by Year

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

Citations by Year