The following pages link to Hongzhong Zhang (Q502879):
Displaying 24 items.
- On magnitude, asymptotics and duration of drawdowns for Lévy models (Q502880) (← links)
- Robustness of the \(N\)-CUSUM stopping rule in a Wiener disorder problem (Q894812) (← links)
- Drawdowns and rallies in a finite time-horizon. Drawdowns and rallies (Q973024) (← links)
- Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (Q1617121) (← links)
- Drawdowns and the speed of market crash (Q1930625) (← links)
- Stochastic modeling and fair valuation of drawdown insurance (Q2015656) (← links)
- Optimal trading with a trailing stop (Q2020306) (← links)
- On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models (Q2274283) (← links)
- Large deviations for the boundary local time of doubly reflected Brownian motion (Q2339560) (← links)
- Hitting Times, Occupation Times, Trivariate Laws and the Forward Kolmogorov Equation for a One-Dimensional Diffusion with Memory (Q2856040) (← links)
- Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models (Q2942281) (← links)
- AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) (← links)
- Small-Time Asymptotics under Local-Stochastic Volatility with a Jump-to-Default: Curvature and the Heat Kernel Expansion (Q2962132) (← links)
- Asymptotics for Rough Stochastic Volatility Models (Q2962133) (← links)
- Small-Time Asymptotics for Basket Options---the Bivariate SABR Model and the Hyperbolic Heat Kernel on $\mathbb{H}^3$ (Q3188151) (← links)
- Quickest Detection in Coupled Systems (Q3192134) (← links)
- MAXIMUM DRAWDOWN INSURANCE (Q3225024) (← links)
- Game of Singular Stochastic Control and Strategic Exit (Q3465937) (← links)
- A unified approach for drawdown (drawup) of time-homogeneous Markov processes (Q4684875) (← links)
- One Shot Schemes for Decentralized Quickest Change Detection (Q4975935) (← links)
- Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)
- On the Frequency of Drawdowns for Brownian Motion Processes (Q5252245) (← links)
- When to sell an asset amid anxiety about drawdowns (Q5855962) (← links)
- Formulas for the Laplace Transform of Stopping Times based on Drawdowns and Drawups (Q6216248) (← links)