Ziping Du

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
Uncertain strike lookback options pricing with floating interest rate Review of Derivatives Research	2021-06-30	Paper
Geometric average basket option pricing	2019-10-02	Paper
Precommitted investment strategy versus time-consistent investment strategy for a dual risk model Discrete Dynamics in Nature and Society	2019-08-23	Paper
Precommitted investment strategy versus time-consistent investment strategy for a general risk model with diffusion Abstract and Applied Analysis	2019-02-14	Paper
Pricing SSE 50ETF option under GARCH model with generalized hyperbolic innovations	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
Reliability analysis of a random fuzzy repairable parallel system with two non-identical components Journal of Intelligent & Fuzzy Systems	2017-01-04	Paper
The probabilistic properties of Vasicek-Ornstein-Uhlenbeck processes Acta Scientiarum Naturalium Universitatis Nankaiensis	2016-10-06	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
On the first hitting times to boundary of the reflected O-U process with two-sided barriers International Journal of Contemporary Mathematical Sciences	2014-03-12	Paper
On the first hitting times to boundary of the reflected O-U process with two-sided barriers International Journal of Contemporary Mathematical Sciences	2014-03-12	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
On a class of parabolic SPDEs driven by a fractional white noise for \(H>\frac 12\)	2011-09-29	Paper
Properties of the first passage times of the reflected O-U process with a two-sided barrier Queueing Systems	2010-09-16	Paper
Multivariate dynamic copula construction based on a vine structure	2010-07-08	Paper
A combined optimization decision tree algorithm suitable for large scale data-base	2010-07-08	Paper
Study of existence of co-persistence in volatility	2008-06-03	Paper

Research outcomes over time

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