Ke Zhou

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Pricing exchange options under hybrid stochastic volatility and interest rate models	2024-12-16	Paper
Pricing vulnerable lookback options using Laplace transforms	2024-08-01	Paper
Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time	2023-06-20	Paper
Pricing vulnerable options with stochastic volatility	2022-06-20	Paper
Some properties of two classes of stochastic processes with asymptotic perturbation	2022-03-21	Paper
Least-squares finite element algorithm for the time-dependent UCM viscoelastic flow	2021-04-26	Paper
https://portal.mardi4nfdi.de/entity/Q3306191	2020-08-12	Paper
Stochastic machine scheduling to minimize waiting time related objectives with emergency jobs	2019-08-23	Paper
Dynamic mean-VaR portfolio selection in continuous time	2018-11-19	Paper
Coherent RAKE receiver for CPM-based direct sequence spread spectrum	2018-10-12	Paper
Long time behavior for stochastic Burgers equations with jump noises	2018-07-27	Paper
Scaling limit in local time of near-critical nearest random walk	2018-07-18	Paper
Dynamic mean-LPM and mean-CVaR portfolio optimization in continuous-time	2017-05-24	Paper
A note on the passage time of finite-state Markov chains	2017-04-27	Paper
Scaling limit of local time of Sinai's random walk	2015-11-06	Paper
https://portal.mardi4nfdi.de/entity/Q3194268	2015-10-28	Paper
Hitting time distribution for skip-free Markov chains: a simple proof	2013-12-06	Paper
Tail asymptotic of the stationary distribution for the state dependent (1,R)-reflecting random walk: near critical	2013-02-13	Paper
Learning Social Infectivity in Sparse Low-rank Networks Using Multi-dimensional Hawkes Processes	2013-01-01	Paper
Zero-divisor semigroups of a fan-shaped graph	2012-06-01	Paper
Sliding model control of new injection type hybrid active filter	2009-03-06	Paper
Data self‐create in data storage system	2004-03-25	Paper
On the upper and lower covariances under multiple probabilities	N/A	Paper

Research outcomes over time

This page was built for person: Ke Zhou