Xin-Tian Zhuang

MaRDI QIDQ2000330zbMATH 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
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
scientific article; zbMATH DE number 7156470 (Why is no real title available?)	2020-01-22	Paper
Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine Chaos, Solitons and Fractals	2019-06-28	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
Optimism bias, portfolio delegation, and economic welfare Economics Letters	2018-09-11	Paper
Micro-credit companies' operating mechanism based on evolutionary game theory	2018-01-29	Paper
Option pricing and hedging for optimized Lévy driven stochastic volatility models Chaos, Solitons and Fractals	2017-10-18	Paper
Supply chain coordination based on retailers' capital constraints	2017-05-17	Paper
scientific article; zbMATH DE number 6672136 (Why is no real title available?)	2017-01-06	Paper
Innovation diffusion modeling based on scale-free networks	2016-01-15	Paper
Cascading failure model and method of supply chain based on complex network	2011-02-05	Paper
scientific article; zbMATH DE number 5846637 (Why is no real title available?)	2011-02-05	Paper
Principal-agent contracts based on sentiment of money manager	2009-07-22	Paper
Polyperiod optimal incentive contract in capital market under the condition of overconfidence	2008-08-06	Paper
Characteristic analysis of complex network for Shanghai stock market	2008-06-03	Paper
Research an optimal investment tactics of real option under trust-agent conditions	2006-02-07	Paper

Research outcomes over time

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