Panhong Cheng

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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!

PublicationDate of PublicationType
Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment
Mathematics and Financial Economics
2023-09-20Paper
Robust minimum cost consensus model for multicriteria decision-making under uncertain circumstances
Discrete Dynamics in Nature and Society
2022-02-02Paper
Pricing vulnerable options in a mixed fractional Brownian motion with jumps
Discrete Dynamics in Nature and Society
2022-01-11Paper
scientific article; zbMATH DE number 7366866 (Why is no real title available?)2021-07-01Paper
Demand side management for smart grid based on smart home appliances with renewable energy sources and an energy storage system
Mathematical Problems in Engineering
2021-05-06Paper
Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion
Advances in Difference Equations
2019-01-15Paper
A new formula for tail probabilities of dunnett's t with unequal sample sizes
Communications in Statistics: Theory and Methods
1995-08-17Paper


Research outcomes over time


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