Guangli Xu

Available identifiers

Publication	Date of Publication	Type
Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing	2024-11-15	Paper
Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model	2023-06-20	Paper
The analysis and property of two classes of skew Markov processes	2022-03-21	Paper
On the transition density and first hitting time distributions of the doubly skewed CIR process	2021-11-09	Paper
A CLOSED-FORM GARCH VALUATION MODEL FOR POWER EXCHANGE OPTIONS WITH COUNTERPARTY RISK	2020-05-27	Paper
On the probability of default in a market with price clustering and jump risk	2020-04-29	Paper
THE VALUATION OF EXECUTIVE STOCK OPTIONS UNDER GARCH MODELS	2019-11-07	Paper
A simple trinomial lattice approach for the skew-extended CIR models	2017-12-29	Paper
Long time stability of nonlocal stochastic Kuramoto-Sivashinsky equations with jump noises	2017-10-06	Paper
The valuation of options on foreign exchange rate in a target zone	2016-05-17	Paper
On first hitting times for skew CIR processes	2016-04-12	Paper
On stability of the Markov-modulated skew CIR process	2015-12-30	Paper
Some properties of doubly skewed CIR processes	2015-11-17	Paper
The characteristics of singular rough sets on \(CS(K)\)	2011-03-02	Paper

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