Haoyan Zhang

European option pricing under stochastic volatility jump-diffusion models with transaction cost

Yingxu Tian, Haoyan Zhang, Yingxu Tian, 2020, Comput. Math. Appl..

Skew CIR process, conditional characteristic function, moments and bond pricing

Yingxu Tian, Haoyan Zhang, Yingxu Tian, 2018, Appl. Math. Comput..

Bayesian Estimation of the Skew Ornstein-Uhlenbeck Process

Yizhou Bai, Haoyan Zhang, Yongjin Wang, 2021, Computational Economics.

A simple trinomial lattice approach for the skew-extended CIR models

Guangli Xu, Haoyan Zhang, Xiaoyang Zhuo, 2017 .