Haoyan Zhang

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
Robust optimal investment and reinsurance strategy with exchange rate risk and model uncertainty Communications in Statistics. Theory and Methods	2026-08-13	Paper
A Jacobi Field Approach to Splitting Detection in Schrödinger Bridge (available as arXiv preprint)	2026-01-01	Paper
A novel idea to solve optimal stopping problem with finite time horizon and its application in American put Mathematical Methods in the Applied Sciences	2025-09-17	Paper
Hitting times for sticky skew CIR process Stochastics	2024-12-03	Paper
Adaptive tracking control for output-constrained switched MIMO pure-feedback nonlinear systems with input saturation Journal of Systems Science and Complexity	2024-04-03	Paper
Sliding-mode surface-based adaptive actor-critic optimal control for switched nonlinear systems with average dwell time Information Sciences	2024-01-10	Paper
Observer‐based adaptive fuzzy hierarchical sliding mode control of uncertain under‐actuated switched nonlinear systems with input quantization International Journal of Robust and Nonlinear Control	2023-12-16	Paper
Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing Methodology and Computing in Applied Probability	2022-07-07	Paper
Adaptive neural decentralised control for switched interconnected nonlinear systems with backlash-like hysteresis and output constraints International Journal of Systems Science. Principles and Applications of Systems and Integration	2022-06-13	Paper
Adaptive fuzzy hierarchical sliding mode control of uncertain under-actuated switched nonlinear systems with actuator faults International Journal of Systems Science. Principles and Applications of Systems and Integration	2022-02-08	Paper
On some properties of sticky Brownian motion Stochastics and Dynamics	2021-12-17	Paper
Pricing perpetual American swaption Mathematical Methods in the Applied Sciences	2021-07-30	Paper
European option pricing under stochastic volatility jump-diffusion models with transaction cost Computers & Mathematics with Applications	2020-04-03	Paper
Skew CIR process, conditional characteristic function, moments and bond pricing Applied Mathematics and Computation	2019-08-14	Paper
A simple trinomial lattice approach for the skew-extended CIR models Mathematics and Financial Economics	2017-12-29	Paper

Research outcomes over time

This page was built for person: Haoyan Zhang