Xiao-Li Gong

Available identifiers

zbMath Open gong.xiaoliMaRDI QIDQ2000328

List of research outcomes

Publication	Date of Publication	Type
Chaotic analysis and adaptive synchronization for a class of fractional order financial system	2022-07-22	Paper
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
IMPULSIVE SYNCHRONIZATION OF TIME-VARYING DYNAMICAL NETWORK	2020-09-14	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
Adaptive pinning impulsive synchronization of dynamical networks with time-varying delay	2018-11-13	Paper
https://portal.mardi4nfdi.de/entity/Q4688945	2018-10-22	Paper
Option pricing and hedging for optimized Lévy driven stochastic volatility models	2017-10-18	Paper
https://portal.mardi4nfdi.de/entity/Q3180864	2017-01-06	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Xiao-Li Gong