Person:2000330

Available identifiers

zbMath Open zhuang.xintianMaRDI QIDQ2000330

List of research outcomes

Publication	Date of Publication	Type
Pricing foreign equity option under stochastic volatility tempered stable Lévy processes	2022-06-20	Paper
Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles	2020-11-25	Paper
https://portal.mardi4nfdi.de/entity/Q5210062	2020-01-22	Paper
Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine	2019-06-28	Paper
Option pricing for stochastic volatility model with infinite activity Lévy jumps	2018-11-13	Paper
American option valuation under time changed tempered stable Lévy processes	2018-11-13	Paper
https://portal.mardi4nfdi.de/entity/Q4688945	2018-10-22	Paper
Optimism bias, portfolio delegation, and economic welfare	2018-09-11	Paper
https://portal.mardi4nfdi.de/entity/Q3131826	2018-01-29	Paper
Option pricing and hedging for optimized Lévy driven stochastic volatility models	2017-10-18	Paper
https://portal.mardi4nfdi.de/entity/Q2984604	2017-05-17	Paper
https://portal.mardi4nfdi.de/entity/Q3180864	2017-01-06	Paper
https://portal.mardi4nfdi.de/entity/Q3461358	2016-01-15	Paper
https://portal.mardi4nfdi.de/entity/Q3071589	2011-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q3071735	2011-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q5318651	2009-07-22	Paper
https://portal.mardi4nfdi.de/entity/Q3517753	2008-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q3501453	2008-06-03	Paper
https://portal.mardi4nfdi.de/entity/Q3370500	2006-02-07	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Xin-Tian Zhuang