Sheng-Wu Zhou

Available identifiers

zbMath Open zhou.shengwuMaRDI QIDQ434695

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5872150	2023-01-27	Paper
Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models	2022-05-23	Paper
Pricing of perpetual American put option with sub-mixed fractional Brownian motion	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	2019-02-20	Paper
Pricing vulnerable options with market prices of common jump risks under regime-switching models	2019-02-20	Paper
The pricing of vulnerable options in a fractional Brownian motion environment	2019-02-19	Paper
Asian option pricing with transaction costs and dividends under the fractional Brownian motion model	2019-02-01	Paper
Asian option pricing with monotonous transaction costs under fractional Brownian motion	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	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	2015-10-23	Paper
A numerical method for option pricing under jump-diffusion process	2013-11-19	Paper
Asian option pricing with dividend under fractional Brownian motion model	2013-11-19	Paper
Pricing of power option with underlying assets following jumping diffusion process	2013-11-19	Paper
A positivity-preserving numerical scheme for nonlinear option pricing models	2013-06-03	Paper
Analytic solutions, Darboux transformation operators and supersymmetry for a generalized one-dimensional time-dependent Schrödinger equation	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
https://portal.mardi4nfdi.de/entity/Q3599768	2009-02-09	Paper
A generalized existence theorem of reflected BSDEs with double obstacles	2008-04-16	Paper
Some global theorems on closed surfaces with genus zero in \(E^3\)	2001-06-28	Paper

Research outcomes over time

This page was built for person: Sheng-Wu Zhou