P. Jiang

Available identifiers

Publication	Date of Publication	Type
Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates.	2024-05-17	Paper
Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps	2024-01-31	Paper
Constant elasticity of variance models with target zones	2022-08-15	Paper
On some properties of sticky Brownian motion	2021-12-17	Paper
Geometric Brownian motion with affine drift and its time-integral	2021-04-20	Paper
Geometric Brownian motion with affine drift and its time-integral	2020-12-17	Paper
Exit times, undershoots and overshoots for reflected CIR process with two-sided jumps	2020-08-28	Paper
Finite element analysis of metatarsal deficit and reconstruction using ilium, fibula and scapula	2007-02-20	Paper
Intradonor \(1s-2p_+\) absorption line shapes of doped GaAs/Al\(_{0. 3}\)Ga\(_{0. 7}\)As superlattices	2002-08-25	Paper

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