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 |
|---|---|---|
| Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model Quantitative Finance | 2023-06-20 | Paper |
| Optimal reinsurance-investment strategy under risks of interest rate, exchange rate and inflation Methodology and Computing in Applied Probability | 2019-04-26 | Paper |
| A simple trinomial lattice approach for the skew-extended CIR models Mathematics and Financial Economics | 2017-12-29 | Paper |
| Efficient piecewise trees for the generalized skew Vasicek model with discontinuous drift International Journal of Theoretical and Applied Finance | 2017-07-26 | Paper |
Research outcomes over time
This page was built for person: Xiaoyang Zhuo
