Changyong Zhang

MaRDI QIDQ319307zbMATH OpenORCIDFDO

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
An enhanced Benders decomposition method for unique shortest path routing Opsearch	2024-10-07	Paper
Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures Journal of Theoretical Probability	2024-04-02	Paper
A strengthened solution to option manipulation INFOR: Information Systems and Operational Research	2023-03-21	Paper
Weak Euler scheme for Lévy-driven stochastic differential equations Theory of Probability & Its Applications	2018-10-25	Paper
Multi-class dynamic inventory rationing with stochastic demands and backordering European Journal of Operational Research	2016-10-06	Paper
Weak Euler approximation for Itô diffusion and jump processes Stochastic Analysis and Applications	2015-06-22	Paper
Market making and portfolio liquidation under uncertainty International Journal of Theoretical and Applied Finance	2014-09-25	Paper
On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes Stochastic Processes and their Applications	2011-07-22	Paper
On the rate of convergence of weak Euler approximation for non-degenerate SDEs	2010-09-23	Paper
Computational Science – ICCS 2005 Lecture Notes in Computer Science	2005-11-30	Paper

Research outcomes over time

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