Haoyan Zhang

Available identifiers

Publication	Date of Publication	Type
Hitting times for sticky skew CIR process	2024-12-03	Paper
Adaptive tracking control for output-constrained switched MIMO pure-feedback nonlinear systems with input saturation	2024-04-03	Paper
Sliding-mode surface-based adaptive actor-critic optimal control for switched nonlinear systems with average dwell time	2024-01-10	Paper
Observer‐based adaptive fuzzy hierarchical sliding mode control of uncertain under‐actuated switched nonlinear systems with input quantization	2023-12-16	Paper
Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing	2022-07-07	Paper
Adaptive neural decentralised control for switched interconnected nonlinear systems with backlash-like hysteresis and output constraints	2022-06-13	Paper
Adaptive fuzzy hierarchical sliding mode control of uncertain under-actuated switched nonlinear systems with actuator faults	2022-02-08	Paper
On some properties of sticky Brownian motion	2021-12-17	Paper
Pricing perpetual American swaption	2021-07-30	Paper
European option pricing under stochastic volatility jump-diffusion models with transaction cost	2020-04-03	Paper
Skew CIR process, conditional characteristic function, moments and bond pricing	2019-08-14	Paper
A simple trinomial lattice approach for the skew-extended CIR models	2017-12-29	Paper

This page was built for person: Haoyan Zhang