Chao-Qun Ma

Available identifiers

zbMath Open ma.chaoqunMaRDI QIDQ1691318

List of research outcomes

Publication	Date of Publication	Type
Fuzzy clustering based on linguistic information: a case study on clustering destinations with tourists’ perceptions	2023-11-17	Paper
Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate	2023-07-03	Paper
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods	2022-08-19	Paper
Closed-form analytical solutions for options on agricultural futures with seasonality and stochastic convenience yield	2022-04-01	Paper
Vertex-pancyclicity of the \((n,k)\)-bubble-sort networks	2021-06-23	Paper
https://portal.mardi4nfdi.de/entity/Q4984723	2021-04-26	Paper
Data Clustering: Theory, Algorithms, and Applications, Second Edition	2021-02-22	Paper
A closed-form pricing formula for vulnerable European options under stochastic yield spreads and interest rates	2020-12-02	Paper
Matching preclusion and strong matching preclusion of the bubble-sort star graphs	2020-01-02	Paper
Valuing convertible bonds based on LSRQM method	2019-08-23	Paper
Pricing zero-coupon catastrophe bonds using EVT with doubly stochastic Poisson arrivals	2019-07-30	Paper
https://portal.mardi4nfdi.de/entity/Q4623558	2019-02-22	Paper
Pricing vulnerable European options under Lévy process with stochastic volatility	2019-02-20	Paper
Studying term structure of SHIBOR with the two-factor Vasicek model	2019-02-14	Paper
Performance evaluation of portfolios with margin requirements	2019-02-08	Paper
Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model	2018-08-27	Paper
The maximum surplus before ruin for two classes of perturbed risk model	2018-05-02	Paper
Proximal iteratively reweighted algorithm for low-rank matrix recovery	2018-01-15	Paper
https://portal.mardi4nfdi.de/entity/Q5371667	2017-10-20	Paper
Checking and adjusting order-consistency of linguistic pairwise comparison matrices for getting transitive preference relations	2017-08-07	Paper
Linguistic multi-criteria decision-making with representing semantics by programming	2017-04-18	Paper
Dividend moments for two classes of risk processes with phase-type interclaim times	2017-03-06	Paper
https://portal.mardi4nfdi.de/entity/Q2793284	2016-03-15	Paper
https://portal.mardi4nfdi.de/entity/Q2793388	2016-03-15	Paper
https://portal.mardi4nfdi.de/entity/Q5744519	2016-02-18	Paper
A strong limit theorem for the average of ternary functions of Markov chains in bi-infinite random environments	2015-06-11	Paper
Pricing options and convertible bonds based on an actuarial approach	2014-11-24	Paper
American option pricing under GARCH diffusion model: an empirical study	2014-09-15	Paper
Pricing catastrophe risk bonds: a mixed approximation method	2014-04-03	Paper
https://portal.mardi4nfdi.de/entity/Q5398158	2014-02-26	Paper
Further study of production possibility set and performance evaluation model in supply chain DEA	2013-09-03	Paper
A generalized fuzzy DEA/AR performance assessment model	2013-01-27	Paper
https://portal.mardi4nfdi.de/entity/Q2918211	2012-10-05	Paper
Finite Element Approximations of an Optimal Control Problem with Integral State Constraint	2011-04-11	Paper
https://portal.mardi4nfdi.de/entity/Q3072833	2011-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q3164741	2010-11-05	Paper
Periodic solutions for a delayed neural network model on a special time scale	2010-05-05	Paper
The effect of constant and mixed impulsive vaccination on SIS epidemic models incorporating media coverage	2009-04-07	Paper
OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS	2008-09-03	Paper
Data Clustering: Theory, Algorithms, and Applications	2007-08-20	Paper
https://portal.mardi4nfdi.de/entity/Q5464307	2005-08-17	Paper
Explicit expressions for the valuation and hedging of the arithmetic Asian option	2004-06-18	Paper
https://portal.mardi4nfdi.de/entity/Q4867589	1996-06-24	Paper
https://portal.mardi4nfdi.de/entity/Q4852101	1996-01-08	Paper
https://portal.mardi4nfdi.de/entity/Q4038069	1993-05-16	Paper
https://portal.mardi4nfdi.de/entity/Q4025710	1993-02-18	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Chao-Qun Ma