Zhaoqiang Yang

MaRDI QIDQ1992911zbMATH OpenFDO

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
A new stopping problem and the critical exercise price for American fractional lookback option in a special mixed jump-diffusion model Probability in the Engineering and Informational Sciences	2022-11-18	Paper
Bankruptcy probability of a lever company: lookback option pricing method	2022-07-08	Paper
Optimal investment and life insurance strategies in a mixed jump-diffusion framework Communications in Statistics: Theory and Methods	2022-05-18	Paper
Default probability of American lookback option in a mixed jump-diffusion model Physica A	2022-01-17	Paper
Pricing European lookback option in a special kind of mixed jump-diffusion Black-Scholes model	2020-08-12	Paper
Critical exercise price for American floating strike lookback option in a mixed jump-diffusion model	2019-06-21	Paper
Optimal exercise boundary of American fractional lookback option in a mixed jump-diffusion fractional Brownian motion environment Mathematical Problems in Engineering	2018-11-05	Paper
Pricing European lookback option by a special kind of mixed jump-diffusion model	2018-05-25	Paper
Defaultable probability of fund with promised lowest return under mixed jump-diffusion fractional Brownian motion	2018-05-25	Paper
Numerical solution method of European lookback option pricing model under mixed jump-diffusion fractional Brownian motion	2016-08-10	Paper

Research outcomes over time

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