| An exact and explicit solution for the valuation of American put options SP Zhu Quantitative Finance 6 (3), 229-242, 2006 | 307 | 2006 |
| A closed‐form exact solution for pricing variance swaps with stochastic volatility SP Zhu, GH Lian Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011 | 145 | 2011 |
| Modelling the shear behaviour of rock joints with asperity damage under constant normal stiffness B Indraratna, S Thirukumaran, ET Brown, SP Zhu Rock Mechanics and Rock Engineering 48, 179-195, 2015 | 138 | 2015 |
| An analytical formula for VIX futures and its applications SP Zhu, GH Lian Journal of Futures Markets 32 (2), 166-190, 2012 | 135 | 2012 |
| Analytically pricing double barrier options based on a time-fractional Black–Scholes equation W Chen, X Xu, SP Zhu Computers & Mathematics with Applications 69 (12), 1407-1419, 2015 | 132 | 2015 |
| A finite-element study of the efficiency of arrays of oscillating water column wave energy converters JR Nader, SP Zhu, P Cooper, B Stappenbelt Ocean Engineering 43, 72-81, 2012 | 119 | 2012 |
| Solving linear diffusion equations with the dual reciprocity method in Laplace space S Zhu, P Satravaha, X Lu Engineering Analysis with Boundary Elements 13 (1), 1-10, 1994 | 118 | 1994 |
| A closed-form analytical solution for the valuation of convertible bonds with constant dividend yield SP Zhu The ANZIAM Journal 47 (4), 477-494, 2006 | 103 | 2006 |
| A new analytical approximation formula for the optimal exercise boundary of American put options SP Zhu International Journal of Theoretical and Applied Finance 9 (07), 1141-1177, 2006 | 96 | 2006 |
| Application of CFD in ship engineering design practice and ship hydrodynamics Z Zhang, L Hui, S Zhu, Z Feng Journal of Hydrodynamics, Ser. B 18 (3), 315-322, 2006 | 91 | 2006 |
| A predictor–corrector scheme based on the ADI method for pricing American puts with stochastic volatility SP Zhu, WT Chen Computers & Mathematics with Applications 62 (1), 1-26, 2011 | 90 | 2011 |
| Diffraction of short-crested waves around a circular cylinder S Zhu Ocean Engineering 20 (4), 389-407, 1993 | 85 | 1993 |
| Pricing VIX options with stochastic volatility and random jumps GH Lian, SP Zhu Decisions in Economics and Finance 36, 71-88, 2013 | 78 | 2013 |
| On the choice of interpolation functions used in the dual-reciprocity boundary-element method Y Zhang, S Zhu Engineering Analysis with Boundary Elements 13 (4), 387-396, 1994 | 77 | 1994 |
| New solutions for the propagation of long water waves over variable depth Y Zhang, S Zhu Journal of Fluid Mechanics 278, 391-406, 1994 | 73 | 1994 |
| A new exact solution for pricing European options in a two-state regime-switching economy SP Zhu, A Badran, X Lu Computers & Mathematics with Applications 64 (8), 2744-2755, 2012 | 71 | 2012 |
| Analytically pricing European-style options under the modified Black-Scholes equation with a spatial-fractional derivative W Chen, X Xu, S Zhu Quarterly of Applied Mathematics 72 (3), 597-611, 2014 | 66 | 2014 |
| Numerical calculation of forces induced by short-crested waves on a vertical cylinder of arbitrary cross-section S Zhu, G Moule Ocean Engineering 21 (7), 645-662, 1994 | 65 | 1994 |
| Scattering of long waves around a circular island mounted on a conical shoal S Zhu, Y Zhang Wave Motion 23 (4), 353-362, 1996 | 58 | 1996 |
| A closed-form pricing formula for European options under the Heston model with stochastic interest rate XJ He, SP Zhu Journal of computational and applied mathematics 335, 323-333, 2018 | 55 | 2018 |
Wenting ChenUniversity of WollongongGeverifieerd e-mailadres voor uow.edu.au
