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Author

Jichao Zhang

Institution: Beihua University
Observed institution: Beihua University
ORCID: 0000-0001-6778-5306
Observed ORCID: 0000-0001-6778-5306
OpenAlex ID: A5062966483
Hedging lookback-barrier option by Malliavin calculus in a mixed fractional Brownian motion environment
2024 · Kefan Liu, Jichao Zhang, et al. · Communications in Nonlinear Science and Numerical Simulation · 6
Application of Malliavin Calculus in Mean-Variance Hedging Strategy
2022 · Kefan Liu, Jingyao Chen, et al. · Mathematical Problems in Engineering
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Works count: 2
Citation count: 6
H-index: 1
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