Kaili Xiang

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Person:264840

Available identifiers

zbMath Open xiang.kailiMaRDI QIDQ264840

List of research outcomes





PublicationDate of PublicationType
N-Fold compound option pricing with technical risk under fractional jump-diffusion model2023-03-17Paper
https://portal.mardi4nfdi.de/entity/Q50981972022-09-01Paper
The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model2021-12-15Paper
Pricing of power exchange option with jumps under the double risk of exchange and default2021-05-07Paper
Partnerships of bidders with constant relative risk aversions2021-05-07Paper
Shifts, rotations and distributional chaos2020-10-02Paper
Pricing of margin call stock loan based on the FMLS2020-07-13Paper
Valuation of swing options under a regime-switching mean-reverting model2020-02-20Paper
Efficient option pricing in crisis based on dynamic elasticity of variance model2019-07-30Paper
Stock loan valuation based on the finite moment log-stable process2019-03-25Paper
Pricing of two kinds of power options under fractional Brownian motion, stochastic rate, and jump-diffusion models2019-02-14Paper
American option pricing under financial crisis2019-02-08Paper
Performance analysis of a discrete-time \(Geo/G/1\) queue with randomized vacations and at most \(J\) vacations2018-10-08Paper
Connecting orbits for Newtonian-like \(N\)-body problems2016-04-01Paper
The recursive solution of queue length for \(\mathrm{Geo}/G/1\) queue with \(N\)-policy2015-01-27Paper
Pricing variance swaps with stochastic volatility under jump-diffusion2014-08-15Paper
https://portal.mardi4nfdi.de/entity/Q49804692014-06-30Paper
https://portal.mardi4nfdi.de/entity/Q49219132013-05-28Paper
Recursive solution of queue length distribution for queue with single server vacation and variable input rate2011-09-18Paper
On a Moving Mesh Method for Solving Patial Integro-differential Equations2010-11-05Paper
Numerical simulation of blowup in nonlocal reaction-diffusion equations using a moving mesh method2009-06-25Paper
https://portal.mardi4nfdi.de/entity/Q57158042006-01-05Paper
High accuracy hybrid formula for \(y= f(x,y)\)2000-02-03Paper
Explicit two-step high-accuracy hybrid methods with minimal phase-lag for \(y^{\prime\prime}= f(x,y)\) and their application to the one-dimensional Schrödinger equation2000-02-01Paper
https://portal.mardi4nfdi.de/entity/Q45087362000-01-01Paper
https://portal.mardi4nfdi.de/entity/Q43826901998-05-12Paper
https://portal.mardi4nfdi.de/entity/Q43674141998-02-19Paper
https://portal.mardi4nfdi.de/entity/Q48795911996-11-11Paper
https://portal.mardi4nfdi.de/entity/Q48421331996-02-18Paper
https://portal.mardi4nfdi.de/entity/Q43271541995-09-27Paper
https://portal.mardi4nfdi.de/entity/Q43245431995-08-15Paper

Research outcomes over time

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