Guoxiang Liu

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
Optimal prevention-reinsurance strategies in diffusion approximation risk models Chinese Journal of Applied Probability and Statistics	2026-08-18	Paper
Jump-detection and curve estimation methods for discontinuous regression functions based on the piecewise B-spline function Communications in Statistics: Theory and Methods	2022-05-16	Paper
Two-factor Markov-modulated stochastic volatility models for option pricing	2020-08-12	Paper
The martingale approach for vulnerable binary option pricing under stochastic interest rate Cogent Mathematics	2019-09-10	Paper
Semiparametric jump-preserving estimation for single-index models Journal of Nonparametric Statistics	2018-09-17	Paper
LAD-Lasso variable selection for doubly censored median regression models Communications in Statistics: Theory and Methods	2016-07-15	Paper
Parameter estimation of the option pricing formula on a class of jump-diffusion models	2015-06-29	Paper
Pricing of extension of European exchange options under Esscher transforms	2015-06-29	Paper
Survival probability in the double compound Poisson risk process under constant interest force	2014-02-28	Paper
A risk model with a perturbed double arrival process	2014-02-28	Paper
Theoretical models of option pricing and empirical analysis	2009-07-22	Paper
scientific article; zbMATH DE number 5492151 (Why is no real title available?)	2009-01-15	Paper
scientific article; zbMATH DE number 5289379 (Why is no real title available?)	2008-06-18	Paper
scientific article; zbMATH DE number 5046499 (Why is no real title available?)	2006-08-16	Paper
scientific article; zbMATH DE number 1963435 (Why is no real title available?)	2003-08-13	Paper

Research outcomes over time

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