Su-Mei Zhang

Available identifiers

zbMath Open zhang.sumeiMaRDI QIDQ1955159

List of research outcomes

Publication	Date of Publication	Type
An efficient pricing algorithm for American options with double stochastic volatilities and double jumps	2024-06-07	Paper
Symplectic totally isotropic subspace inclusion graph	2023-11-08	Paper
Applied Research Methods in Urban and Regional Planning	2023-08-22	Paper
An analytical approximation method for pricing barrier options under the double Heston model	2022-05-20	Paper
Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate	2022-02-17	Paper
Option pricing under double Heston model with approximative fractional stochastic volatility	2022-01-21	Paper
Optimal combinatorial batch code: Monotonicity, lower and upper bounds	2021-12-17	Paper
An asymptotic expansion method for geometric Asian options pricing under the double Heston model	2020-12-01	Paper
混合指数跳扩散模型下基于 FST 方法的期权定价	2020-08-12	Paper
https://portal.mardi4nfdi.de/entity/Q5197190	2019-09-20	Paper
Erasure combinatorial batch codes based on nonadaptive group testing	2019-06-06	Paper
Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps	2018-07-18	Paper
Fourier-cosine method for pricing forward starting options with stochastic volatility and jumps	2017-12-15	Paper
Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps	2017-06-23	Paper
基于RTD（q-2,q）的一类组合批处理码	2017-05-17	Paper
https://portal.mardi4nfdi.de/entity/Q3180742	2017-01-06	Paper
Fast Fourier transform option pricing with stochastic interest rate, stochastic volatility and double jumps	2014-12-30	Paper
A fast numerical approach to option pricing with stochastic interest rate, stochastic volatility and double jumps	2013-10-31	Paper
A fast Fourier transform technique for pricing European options with stochastic volatility and jump risk	2013-06-11	Paper
A note on edge-choosability of planar graphs without intersecting 4-cycles	2011-06-22	Paper
https://portal.mardi4nfdi.de/entity/Q3073340	2011-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q3568741	2010-06-15	Paper
https://portal.mardi4nfdi.de/entity/Q3641178	2009-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q5320421	2009-07-22	Paper
Estimating suppressed data in regional economic databases: A goal-programming approach	2009-04-08	Paper
https://portal.mardi4nfdi.de/entity/Q3513084	2008-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q5453047	2008-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q5435800	2008-01-14	Paper
Labelling of some planar graphs with a condition at distance two	2007-10-22	Paper

Research outcomes over time

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