Xiao-Li Gong

MaRDI QIDQ2000328zbMATH 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
Chaotic analysis and adaptive synchronization for a class of fractional order financial system Physica A	2022-07-22	Paper
Pricing foreign equity option under stochastic volatility tempered stable Lévy processes Physica A	2022-06-20	Paper
Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles Chaos, Solitons and Fractals	2020-11-25	Paper
Impulsive synchronization of time-varying dynamical network Journal of Applied Analysis & Computation	2020-09-14	Paper
Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine Chaos, Solitons and Fractals	2019-06-28	Paper
Adaptive pinning impulsive synchronization of dynamical networks with time-varying delay Advances in Difference Equations	2018-11-13	Paper
Option pricing for stochastic volatility model with infinite activity Lévy jumps Physica A	2018-11-13	Paper
American option valuation under time changed tempered stable Lévy processes Physica A	2018-11-13	Paper
Default risk for listed companies in double exponential jump diffusion process	2018-10-22	Paper
Option pricing and hedging for optimized Lévy driven stochastic volatility models Chaos, Solitons and Fractals	2017-10-18	Paper
scientific article; zbMATH DE number 6672136 (Why is no real title available?)	2017-01-06	Paper

Research outcomes over time

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