Zhaoqiang Yang

Available identifiers

zbMath Open yang.zhaoqiangMaRDI QIDQ1992911

List of research outcomes

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	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	2022-05-18	Paper
Default probability of American lookback option in a mixed jump-diffusion model	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	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

This page was built for person: Zhaoqiang Yang