Haomin Zhang

Available identifiers

Publication	Date of Publication	Type
A closed-form pricing formula for European options under a multi-factor nonlinear stochastic volatility model with regime-switching	2024-05-07	Paper
https://portal.mardi4nfdi.de/entity/Q5873112	2023-02-09	Paper
Split-step \(\theta \)-method for neutral stochastic delay differential equations	2018-10-22	Paper
Mean square convergence of semi-implicit Euler methods for nonlinear neutral stochastic pantograph equations	2015-04-29	Paper
Mean-square exponential stability of an improved split-step backward Euler method for stochastic delay integro-differential equations	2014-06-30	Paper
Exponential stability of a stochastic Taylor method of order 1.5 for stochastic differential equations	2013-06-20	Paper
Mean square convergence of stochastic \(\theta\)-methods for nonlinear neutral stochastic differential delay equations	2011-03-31	Paper
The numerical solutions of stochastic differential equations with variable delay and Markovian switching	2011-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q3052266	2010-11-05	Paper
\(p\)th moment exponential stability of stochastic Cohen-Grossberg neural networks with time-varying delays	2009-03-31	Paper
The split-step backward Euler method for linear stochastic delay differential equations	2009-03-17	Paper
Mean square convergence of one-step methods for neutral stochastic differential delay equations	2009-01-16	Paper

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