| Publication | Date of Publication | Type |
|---|
| scientific article; zbMATH DE number 7646599 (Why is no real title available?) | 2023-01-27 | Paper |
Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Pricing of perpetual American put option with sub-mixed fractional Brownian motion
Fractional Calculus \ Applied Analysis | 2020-04-30 | Paper |
| Option pricing in sub-fractional jump-diffusion environment | 2019-09-20 | Paper |
| Pricing of lookback options under a mixed fractional Brownian movement | 2019-02-22 | Paper |
Valuation of the vulnerable option price based on mixed fractional Brownian motion
Discrete Dynamics in Nature and Society | 2019-02-20 | Paper |
Pricing vulnerable options with market prices of common jump risks under regime-switching models
Discrete Dynamics in Nature and Society | 2019-02-20 | Paper |
The pricing of vulnerable options in a fractional Brownian motion environment
Discrete Dynamics in Nature and Society | 2019-02-19 | Paper |
Asian option pricing with transaction costs and dividends under the fractional Brownian motion model
Journal of Applied Mathematics | 2019-02-01 | Paper |
Asian option pricing with monotonous transaction costs under fractional Brownian motion
Journal of Applied Mathematics | 2018-10-10 | Paper |
| Pricing Asian option under mixed jump-fraction process | 2018-05-25 | Paper |
Stochastic suppression and almost surely stabilization of non-autonomous hybrid system with a new general one-sided polynomial growth condition
Journal of the Franklin Institute | 2017-10-23 | Paper |
| Pricing perpetual American option in the mixed fractional Brownian motion | 2016-08-10 | Paper |
A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process
Computational and Applied Mathematics | 2015-10-23 | Paper |
A numerical method for option pricing under jump-diffusion process
Journal of East China Normal University. Natural Science Edition | 2013-11-19 | Paper |
Asian option pricing with dividend under fractional Brownian motion model
Journal of Henan University of Science and Technology. Natural Science | 2013-11-19 | Paper |
Pricing of power option with underlying assets following jumping diffusion process
Journal of Northwest Normal University. Natural Science | 2013-11-19 | Paper |
A positivity-preserving numerical scheme for nonlinear option pricing models
Journal of Applied Mathematics | 2013-06-03 | Paper |
Analytic solutions, Darboux transformation operators and supersymmetry for a generalized one-dimensional time-dependent Schrödinger equation
Applied Mathematics and Computation | 2012-07-16 | Paper |
| Limiting behavior of least absolute deviation (LAD) estimators for PARMA models | 2011-09-29 | Paper |
| Converse comparison theorems for reflected BSDEs with double obstacles | 2009-03-06 | Paper |
| Jensen's inequality for \(g\)-expectation on semi-positive definite (semi-negative definite) bivariate function | 2009-03-06 | Paper |
| scientific article; zbMATH DE number 5504941 (Why is no real title available?) | 2009-02-09 | Paper |
A generalized existence theorem of reflected BSDEs with double obstacles
Statistics & Probability Letters | 2008-04-16 | Paper |
Some global theorems on closed surfaces with genus zero in \(E^3\)
Chinese Quarterly Journal of Mathematics | 2001-06-28 | Paper |
