Concepedia

Jieyun Zhoc

JZ

1

Publications

105

Citations

1

H-Index

2008

Active since

Affiliations

Georgia Institute of Technology(Current)

Jieyun Zhoc is an author at Georgia Institute of Technology specializing in quantitative finance, option pricing, and approximation theory.

Top concepts

FinanceBusinessAsset PricingOption PricingPricing ModelsBlack-scholes ModelApproximation TheoryQuantitative Finance

Publications per year

2008–2008

1

Publications

1

Closed-Form Approximations for Spread Option Prices and Greeks

Minqiang Li, Shijie Deng, Jieyun Zhoc · The Journal of Derivatives · 2008 · 105 citations

Option Pricing, Pricing Models, Black-scholes Model +12

Rows per page

1–1 of 1