P. Jiang

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
Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates. Communications in Statistics. Theory and Methods	2024-05-17	Paper
Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps Mathematical Finance	2024-01-31	Paper
Constant elasticity of variance models with target zones Physica A	2022-08-15	Paper
On some properties of sticky Brownian motion Stochastics and Dynamics	2021-12-17	Paper
Geometric Brownian motion with affine drift and its time-integral Applied Mathematics and Computation	2021-04-20	Paper
Geometric Brownian motion with affine drift and its time-integral (available as arXiv preprint)	2020-12-17	Paper
Exit times, undershoots and overshoots for reflected CIR process with two-sided jumps Methodology and Computing in Applied Probability	2020-08-28	Paper
Finite element analysis of metatarsal deficit and reconstruction using ilium, fibula and scapula Communications in Numerical Methods in Engineering	2007-02-20	Paper
Intradonor \(1s-2p_+\) absorption line shapes of doped GaAs/Al\(_{0. 3}\)Ga\(_{0. 7}\)As superlattices Computer Physics Communications	2002-08-25	Paper

Research outcomes over time

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