Xiangbo Meng

MaRDI QIDQ2036858zbMATH 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
One-dimensional reflected BSDEs and BSDEs with quadratic growth generators	2021-10-13	Paper
Uncertain strike lookback options pricing with floating interest rate Review of Derivatives Research	2021-06-30	Paper
European spread option pricing with the floating interest rate for uncertain financial market Mathematical Problems in Engineering	2021-05-14	Paper
Geometric average basket option pricing	2019-10-02	Paper
European call option pricing under reflected Vasicek-Ornstein-Uhlenbeck model	2019-02-22	Paper
COVERAGE PERFORMANCE OF COGNITIVE RADIO NETWORKS POWERED BY RENEWABLE ENERGY The ANZIAM Journal	2017-10-20	Paper
Worst-case investment and reinsurance optimization for an insurer under model uncertainty Discrete Dynamics in Nature and Society	2017-08-16	Paper
scientific article; zbMATH DE number 6401490 (Why is no real title available?)	2015-02-11	Paper
Investment strategy for insurers under mean-variance criterion without terminal constraint Acta Scientiarum Naturalium Universitatis Nankaiensis	2014-11-03	Paper
Optimal premium policy of an insurance firm with stochastic interest rates	2014-02-28	Paper
The solutions of a parabolic stochastic partial differential equation driven by Poisson and time-space white noises Acta Scientiarum Naturalium Universitatis Nankaiensis	2012-10-05	Paper
Stochastic Burgers equation driven by a fractional white noise for \(H>\dfrac12\)	2009-11-11	Paper

Research outcomes over time

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