Concepedia
Statistics
Publications
5
Citations
65
H-Index
Active since
2019
Affiliations
Sichuan University(Current)
Southwestern University of Finance and Economics
Ben-Zhang Yang is an author at Sichuan University specializing in asset pricing, option pricing, and business.
Top concepts
FinanceBusinessAsset PricingOption PricingEconomicsEngineeringJump DiffusionsFinancial EconomicsStochastic CalculusVolatility Modeling
Publications per year
2019–2023
Variance and volatility swaps valuations with the stochastic liquidity risk
Dexuan Xu, Ben-Zhang Yang, Jian-hao Kang et al. · Physica A Statistical Mechanics and its Applications · 2020 · 16 citations
Option Pricing, Volatility Modeling, Multivariate Stochastic Volatility +11
Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks
Zhihao Hu, Ben-Zhang Yang, Xin‐Jiang He et al. · Mathematics and Computers in Simulation · 2023 · 14 citations
Economics, Option Pricing, Equilibrium Pricing +10
Robust Portfolio Optimization with Multi-Factor Stochastic Volatility
Ben-Zhang Yang, Xiaoping Lu, Guiyuan Ma et al. · Journal of Optimization Theory and Applications · 2020 · 13 citations · Full text
EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE
Ben-Zhang Yang, Yue Jia, Nan‐jing Huang · International Journal of Theoretical and Applied Finance · 2019 · 12 citations
Volatility Modeling, Engineering, Stochastic Analysis +16
Pricing American options with stochastic volatility and small nonlinear price impact: A PDE approach
Dong Yan, Sha Lin, Zhihao Hu et al. · Chaos Solitons & Fractals · 2022 · 10 citations
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