Xin-Tian Zhuang

From MaRDI portal
Person:2000330

Available identifiers

zbMath Open zhuang.xintianMaRDI QIDQ2000330

List of research outcomes





PublicationDate of PublicationType
Pricing foreign equity option under stochastic volatility tempered stable Lévy processes2022-06-20Paper
Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles2020-11-25Paper
https://portal.mardi4nfdi.de/entity/Q52100622020-01-22Paper
Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine2019-06-28Paper
Option pricing for stochastic volatility model with infinite activity Lévy jumps2018-11-13Paper
American option valuation under time changed tempered stable Lévy processes2018-11-13Paper
https://portal.mardi4nfdi.de/entity/Q46889452018-10-22Paper
Optimism bias, portfolio delegation, and economic welfare2018-09-11Paper
https://portal.mardi4nfdi.de/entity/Q31318262018-01-29Paper
Option pricing and hedging for optimized Lévy driven stochastic volatility models2017-10-18Paper
https://portal.mardi4nfdi.de/entity/Q29846042017-05-17Paper
https://portal.mardi4nfdi.de/entity/Q31808642017-01-06Paper
https://portal.mardi4nfdi.de/entity/Q34613582016-01-15Paper
https://portal.mardi4nfdi.de/entity/Q30717352011-02-05Paper
https://portal.mardi4nfdi.de/entity/Q30715892011-02-05Paper
https://portal.mardi4nfdi.de/entity/Q53186512009-07-22Paper
https://portal.mardi4nfdi.de/entity/Q35177532008-08-06Paper
https://portal.mardi4nfdi.de/entity/Q35014532008-06-03Paper
https://portal.mardi4nfdi.de/entity/Q33705002006-02-07Paper

Research outcomes over time

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