Miss ZHANG Yue (張悅)

Research Output

  1. 2021
  2. Published

    Pricing European Option Under Fuzzy Mixed Fractional Brownian Motion Model with Jumps

    Zhang, W., Li, Z., Liu, Y. & Zhang, Y., Aug 2021, In: Computational Economics. 58, 2, p. 483–515

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 2
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  3. Online published

    Textual sentiment of comments and collapse of P2P platforms: Evidence from China's P2P market

    Wang, C., Zhang, Y., Zhang, W. & Gong, X., Dec 2021, In: Research in International Business and Finance. 58, 101448.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 2
    Check@CityULib
  4. Published

    The information content of Chinese volatility index for volatility forecasting

    Li, Z., Zhang, W. & Zhang, Y., Mar 2021, In: Applied Economics Letters. 28, 5, p. 365-372

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

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  5. 2020
  6. Published

    Credit risk evaluation model with textual features from loan descriptions for P2P lending

    Zhang, W., Wang, C., Zhang, Y. & Wang, J., Jul 2020, In: Electronic Commerce Research and Applications. 42, 100989.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 4
    Check@CityULib
  7. 2019
  8. Published

    An analytical approximation approach for pricing European options in a two-price economy

    Li, Z., Zhang, W., Zhang, Y. & Yi, Z., Nov 2019, In: North American Journal of Economics and Finance. 50, 100986.

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 3
    Check@CityULib
  9. Published

    Pricing discrete barrier options under jump-diffusion model with liquidity risk

    Li, Z., Zhang, W., Liu, Y. & Zhang, Y., Jan 2019, In: International Review of Economics and Finance. 59, p. 347-368

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

    Scopus citations: 8
    Check@CityULib