Su-Mei Zhang

Available identifiers

zbMath Open zhang.sumeiMaRDI QIDQ1955159

List of research outcomes

Publication	Date of Publication	Type
Symplectic totally isotropic subspace inclusion graph	2023-11-08	Paper
Applied Research Methods in Urban and Regional Planning	2023-08-22	Paper
An analytical approximation method for pricing barrier options under the double Heston model	2022-05-20	Paper
Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate	2022-02-17	Paper
Option pricing under double Heston model with approximative fractional stochastic volatility	2022-01-21	Paper
Optimal combinatorial batch code: Monotonicity, lower and upper bounds	2021-12-17	Paper
An asymptotic expansion method for geometric Asian options pricing under the double Heston model	2020-12-01	Paper
混合指数跳扩散模型下基于 FST 方法的期权定价	2020-08-12	Paper
https://portal.mardi4nfdi.de/entity/Q5197190	2019-09-20	Paper
Erasure combinatorial batch codes based on nonadaptive group testing	2019-06-06	Paper
Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps	2018-07-18	Paper
Fourier-cosine method for pricing forward starting options with stochastic volatility and jumps	2017-12-15	Paper
Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps	2017-06-23	Paper
基于RTD（q-2,q）的一类组合批处理码	2017-05-17	Paper
https://portal.mardi4nfdi.de/entity/Q3180742	2017-01-06	Paper
Fast Fourier transform option pricing with stochastic interest rate, stochastic volatility and double jumps	2014-12-30	Paper
A fast numerical approach to option pricing with stochastic interest rate, stochastic volatility and double jumps	2013-10-31	Paper
A fast Fourier transform technique for pricing European options with stochastic volatility and jump risk	2013-06-11	Paper
A note on edge-choosability of planar graphs without intersecting 4-cycles	2011-06-22	Paper
https://portal.mardi4nfdi.de/entity/Q3073340	2011-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q3568741	2010-06-15	Paper
https://portal.mardi4nfdi.de/entity/Q3641178	2009-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q5320421	2009-07-22	Paper
Estimating suppressed data in regional economic databases: A goal-programming approach	2009-04-08	Paper
https://portal.mardi4nfdi.de/entity/Q3513084	2008-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q5453047	2008-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q5435800	2008-01-14	Paper
Labelling of some planar graphs with a condition at distance two	2007-10-22	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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