Dan Tang

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Statistical mean and variance analysis for the dynamical behaviors of a stochastic Boussinesq equation Physica D	2026-05-28	Paper
Valuation of vulnerable European options with market liquidity risk Probability in the Engineering and Informational Sciences	2025-07-03	Paper
Pricing vulnerable basket spread options with liquidity risk Review of Derivatives Research	2024-03-19	Paper
scientific article; zbMATH DE number 7478093 (Why is no real title available?)	2022-02-22	Paper
Low-rate DoS attack detection based on two-step cluster analysis	2021-01-18	Paper
Optimal investment of variance-swaps in jump-diffusion market with regime-switching Journal of Economic Dynamics and Control	2018-08-09	Paper
Research of secret reconstruction based on coding theory	2016-08-10	Paper
Optimal processing rate and buffer size of a jump-diffusion processing system Annals of Operations Research	2015-01-22	Paper
Erratum to ``Lévy risk model with two-sided jumps and a barrier dividend strategy'' Insurance Mathematics & Economics	2014-07-16	Paper
Nonparametric inference for a class of SPDEs driven by fractional noises	2014-06-30	Paper
On the conditional default probability in a regulated market: a structural approach Quantitative Finance	2013-12-13	Paper
Vertex vulnerability parameters of Kronecker products of complete multipartite graphs and complete graphs	2013-01-24	Paper
Lévy risk model with two-sided jumps and a barrier dividend strategy Insurance Mathematics & Economics	2012-04-18	Paper
Counterparty risk for credit default swap with states related default intensity processes International Journal of Theoretical and Applied Finance	2012-03-13	Paper
A new image encryption method	2011-07-19	Paper
The stochastic wave equations driven by fractional and colored noises Acta Mathematica Sinica, English Series	2010-11-17	Paper
Large deviation for stochastic Cahn-Hilliard partial differential equations Acta Mathematica Sinica, English Series	2009-09-03	Paper
Lyapunov exponent estimates of a class of higher-order stochastic Anderson models Proceedings of the American Mathematical Society	2008-10-28	Paper
Explosive solutions of stochastic wave equations with damping on \(\mathbb R^d\) Journal of Differential Equations	2008-01-15	Paper
scientific article; zbMATH DE number 5137353 (Why is no real title available?)	2007-03-27	Paper

Research outcomes over time

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