Weinan Zhang

MaRDI QIDQ2079254zbMATH 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
Braid group action and quasi-split affine \(\imath\,\)quantum groups. II: Higher rank. Communications in Mathematical Physics	2024-06-21	Paper
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps Operations Research Letters	2024-06-17	Paper
Pricing discretely monitored Asian options under regime-switching and stochastic volatility models with jumps Journal of Scientific Computing	2024-01-25	Paper
An intrinsic approach to relative braid group symmetries on ı$\imath$quantum groups Proceedings of the London Mathematical Society	2023-12-19	Paper
A transform-based method for pricing Asian options under general two-dimensional models Quantitative Finance	2023-12-14	Paper
Braid group action and quasi-split affine 𝚤quantum groups I Representation Theory of the American Mathematical Society	2023-11-30	Paper
A Drinfeld type presentation of twisted Yangians	2023-08-23	Paper
Relative braid group symmetries on \(\imath\)quantum groups of Kac-Moody type Selecta Mathematica. New Series	2023-08-03	Paper
A Drinfeld-type presentation of affine \(\imath\) quantum groups. II: Split BCFG type Letters in Mathematical Physics	2022-09-29	Paper
A Drinfeld type presentation of affine $\imath$quantum groups II: split BCFG type (available as arXiv preprint)	2021-02-05	Paper
Braid group action and quasi-split affine $\imath$quantum groups II: higher rank (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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