2 papers
cs.CE2007
Report on "American Option Pricing and Hedging Strategies"
Jinshan Zhang
This paper mainly discusses the American option's hedging strategies via binomialmodel and the basic idea of pricing and hedging American option. Although the essential scheme of h…
cs.CC2007
An analysis of a random algorithm for estimating all the matchings
Jinshan Zhang, Yan Huo, Fengshan Bai
Counting the number of all the matchings on a bipartite graph has been transformed into calculating the permanent of a matrix obtained from the extended bipartite graph by Yan Huo,…