Concepedia

Gongqiu Zhang

GZ

10

Publications

258

Citations

10

H-Index

2012

Active since

Affiliations

Chinese University of Hong Kong(Current)

Chinese University of Hong Kong, Shenzhen

Wuhan University

Gongqiu Zhang is an author at Chinese University of Hong Kong specializing in business, finance, and engineering.

Top concepts

BusinessFinanceEngineeringOption PricingAsset PricingApproximation TheoryFinancial EngineeringEconomicsProbabilityNumerical Analysis

Publications per year

2012–2023

10

Publications

10

Error analysis of finite difference and Markov chain approximations for option pricing

Lingfei Li, Gongqiu Zhang · Mathematical Finance · 2017 · 56 citations

Numerical Analysis, Spectral Theory, Engineering +16

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

Gongqiu Zhang, Lingfei Li · Operations Research · 2019 · 41 citations

Mathematical Programming, Option Pricing, Computational Finance +8

Pure jump models for pricing and hedging VIX derivatives

Jing Li, Lingfei Li, Gongqiu Zhang · Journal of Economic Dynamics and Control · 2016 · 36 citations

Option Pricing, Pure Jump Models, Asset Pricing +4

The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market

Xinxin Zhang, Elie Bouri, Yahua Xu et al. · Energy Economics · 2022 · 34 citations

Empirical Finance, Volatility Modeling, Economics +9

Pricing American drawdown options under Markov models

Xiang Zhang, Lingfei Li, Gongqiu Zhang · European Journal of Operational Research · 2021 · 28 citations

Option Pricing, Derivative Pricing, Business +3

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