Xiao-Tian Wang

Available identifiers

zbMath Open wang.xiaotianMaRDI QIDQ202956

List of research outcomes

Publication	Date of Publication	Type
A new local region-based active contour model for image segmentation based on adaptive double potential well function	2024-08-21	Paper
Consensus of multiagent with interaction distortions via echo control	2024-04-11	Paper
Interval Coordination of Multiagent Networks With Antagonistic Interactions	2023-09-26	Paper
The closed-form option pricing formulas under the sub-fractional Poisson volatility models	2022-05-16	Paper
Valuation of bid and ask prices for European options under mixed fractional Brownian motion	2022-04-25	Paper
Robust detection of neural spikes using sparse coding based features	2021-07-07	Paper
Co-design of Control and Scheduling for Human–Swarm Collaboration Systems Based on Mutual Trust	2019-07-17	Paper
Option pricing and portfolio hedging under the mixed hedging strategy	2018-11-13	Paper
European option pricing under the Student's \(t\) noise with jumps	2018-11-13	Paper
https://portal.mardi4nfdi.de/entity/Q3131671	2018-01-29	Paper
Risk preference, option pricing and portfolio hedging with proportional transaction costs	2017-11-02	Paper
Edge-Based Perceptual Image Coding	2017-10-27	Paper
Pattern Masking Estimation in Image With Structural Uncertainty	2017-10-27	Paper
https://portal.mardi4nfdi.de/entity/Q2993796	2016-08-10	Paper
Option pricing under residual risk and imperfect hedging	2015-03-27	Paper
Nonhomogeneous fractional Poisson processes	2008-04-17	Paper
On some generalization of fractional Brownian motions	2006-08-04	Paper
Fractional Poisson process. II	2006-02-13	Paper
https://portal.mardi4nfdi.de/entity/Q3367254	2006-01-24	Paper
https://portal.mardi4nfdi.de/entity/Q5312616	2005-09-01	Paper
Poisson fractional processes	2004-07-01	Paper
Whitening filter and innovations representation of self-similar process.	2004-01-14	Paper
A fractional version of the Merton model.	2004-01-14	Paper
Integrals and derivatives on net fractals.	2004-01-14	Paper
Option pricing of fractional version of the Black-Scholes model with Hurst exponent \(H\) being in \((\frac{1}{3},\frac{1}{2})\).	2003-04-28	Paper
On harmonic typically real mappings	2003-04-28	Paper
A proof for French's empirical formula on option pricing.	2002-06-13	Paper
Determination of diffusion kernel on fractals	2002-06-11	Paper
Determination of memory function and flux on fractals	2001-09-25	Paper
Precise coefficient estimates for close-to-convex harmonic univalent mappings	2001-01-01	Paper

Research outcomes over time

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