Xin-Tian Zhuang

Available identifiers

zbMath Open zhuang.xintianMaRDI QIDQ2000330

List of research outcomes

Publication	Date of Publication	Type
Pricing foreign equity option under stochastic volatility tempered stable Lévy processes	2022-06-20	Paper
Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles	2020-11-25	Paper
https://portal.mardi4nfdi.de/entity/Q5210062	2020-01-22	Paper
Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine	2019-06-28	Paper
Option pricing for stochastic volatility model with infinite activity Lévy jumps	2018-11-13	Paper
American option valuation under time changed tempered stable Lévy processes	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	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	2017-10-18	Paper
Supply chain coordination based on retailers' capital constraints	2017-05-17	Paper
https://portal.mardi4nfdi.de/entity/Q3180864	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
https://portal.mardi4nfdi.de/entity/Q3071589	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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