Author

Gong-Qiu Zhang

1 paper indexed here

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

#diffusion models Open access Sep 2026

Analysis of Markov chain approximation for regime-switching jump-diffusions with nonsmooth coefficients: deformed contour integration approach

The deformed contour integration approach is illustrated by analysing the convergence rate of CTMC approximation for double-barrier option pricing under general regime-switching jump-diffusion models with nonsmooth coefficients.

Gong-Qiu Zhang · Finance and Stochastics · 0 citations