Xin-Tian Zhuang

Available identifiers

Publication	Date of Publication	Type
Pricing foreign equity option under stochastic volatility tempered stable Lévy processes	2022-06-20	Paper
Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles	2020-11-25	Paper
https://portal.mardi4nfdi.de/entity/Q5210062	2020-01-22	Paper
Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine	2019-06-28	Paper
Option pricing for stochastic volatility model with infinite activity Lévy jumps	2018-11-13	Paper
American option valuation under time changed tempered stable Lévy processes	2018-11-13	Paper
https://portal.mardi4nfdi.de/entity/Q4688945	2018-10-22	Paper
Optimism bias, portfolio delegation, and economic welfare	2018-09-11	Paper
https://portal.mardi4nfdi.de/entity/Q3131826	2018-01-29	Paper
Option pricing and hedging for optimized Lévy driven stochastic volatility models	2017-10-18	Paper
https://portal.mardi4nfdi.de/entity/Q2984604	2017-05-17	Paper
https://portal.mardi4nfdi.de/entity/Q3180864	2017-01-06	Paper
https://portal.mardi4nfdi.de/entity/Q3461358	2016-01-15	Paper
https://portal.mardi4nfdi.de/entity/Q3071589	2011-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q3071735	2011-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q5318651	2009-07-22	Paper
https://portal.mardi4nfdi.de/entity/Q3517753	2008-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q3501453	2008-06-03	Paper
https://portal.mardi4nfdi.de/entity/Q3370500	2006-02-07	Paper

No records found.

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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