Kaili Xiang

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
N-Fold compound option pricing with technical risk under fractional jump-diffusion model	2023-03-17	Paper
https://portal.mardi4nfdi.de/entity/Q5098197	2022-09-01	Paper
The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model	2021-12-15	Paper
Pricing of power exchange option with jumps under the double risk of exchange and default	2021-05-07	Paper
Partnerships of bidders with constant relative risk aversions	2021-05-07	Paper
Shifts, rotations and distributional chaos	2020-10-02	Paper
Pricing of margin call stock loan based on the FMLS	2020-07-13	Paper
Valuation of swing options under a regime-switching mean-reverting model	2020-02-20	Paper
Efficient option pricing in crisis based on dynamic elasticity of variance model	2019-07-30	Paper
Stock loan valuation based on the finite moment log-stable process	2019-03-25	Paper
Pricing of two kinds of power options under fractional Brownian motion, stochastic rate, and jump-diffusion models	2019-02-14	Paper
American option pricing under financial crisis	2019-02-08	Paper
Performance analysis of a discrete-time \(Geo/G/1\) queue with randomized vacations and at most \(J\) vacations	2018-10-08	Paper
Connecting orbits for Newtonian-like \(N\)-body problems	2016-04-01	Paper
The recursive solution of queue length for \(\mathrm{Geo}/G/1\) queue with \(N\)-policy	2015-01-27	Paper
Pricing variance swaps with stochastic volatility under jump-diffusion	2014-08-15	Paper
https://portal.mardi4nfdi.de/entity/Q4980469	2014-06-30	Paper
https://portal.mardi4nfdi.de/entity/Q4921913	2013-05-28	Paper
Recursive solution of queue length distribution for queue with single server vacation and variable input rate	2011-09-18	Paper
On a Moving Mesh Method for Solving Patial Integro-differential Equations	2010-11-05	Paper
Numerical simulation of blowup in nonlocal reaction-diffusion equations using a moving mesh method	2009-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q5715804	2006-01-05	Paper
High accuracy hybrid formula for \(y= f(x,y)\)	2000-02-03	Paper
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 equation	2000-02-01	Paper
https://portal.mardi4nfdi.de/entity/Q4508736	2000-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4382690	1998-05-12	Paper
https://portal.mardi4nfdi.de/entity/Q4367414	1998-02-19	Paper
https://portal.mardi4nfdi.de/entity/Q4879591	1996-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q4842133	1996-02-18	Paper
https://portal.mardi4nfdi.de/entity/Q4327154	1995-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q4324543	1995-08-15	Paper

Research outcomes over time

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