Sheng-Wu Zhou

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Person:434695

Available identifiers

zbMath Open zhou.shengwuMaRDI QIDQ434695

List of research outcomes

PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q58721502023-01-27Paper
Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models2022-05-23Paper
Pricing of perpetual American put option with sub-mixed fractional Brownian motion2020-04-30Paper
https://portal.mardi4nfdi.de/entity/Q51972242019-09-20Paper
Pricing of lookback options under a mixed fractional Brownian movement2019-02-22Paper
Valuation of the vulnerable option price based on mixed fractional Brownian motion2019-02-20Paper
Pricing vulnerable options with market prices of common jump risks under regime-switching models2019-02-20Paper
The pricing of vulnerable options in a fractional Brownian motion environment2019-02-19Paper
Asian option pricing with transaction costs and dividends under the fractional Brownian motion model2019-02-01Paper
Asian option pricing with monotonous transaction costs under fractional Brownian motion2018-10-10Paper
Pricing Asian option under mixed jump-fraction process2018-05-25Paper
Stochastic suppression and almost surely stabilization of non-autonomous hybrid system with a new general one-sided polynomial growth condition2017-10-23Paper
https://portal.mardi4nfdi.de/entity/Q29915132016-08-10Paper
A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process2015-10-23Paper
https://portal.mardi4nfdi.de/entity/Q28585162013-11-19Paper
https://portal.mardi4nfdi.de/entity/Q28603482013-11-19Paper
https://portal.mardi4nfdi.de/entity/Q28606642013-11-19Paper
A positivity-preserving numerical scheme for nonlinear option pricing models2013-06-03Paper
Analytic solutions, Darboux transformation operators and supersymmetry for a generalized one-dimensional time-dependent Schrödinger equation2012-07-16Paper
https://portal.mardi4nfdi.de/entity/Q31695732011-09-29Paper
https://portal.mardi4nfdi.de/entity/Q36092612009-03-06Paper
https://portal.mardi4nfdi.de/entity/Q36110372009-03-06Paper
https://portal.mardi4nfdi.de/entity/Q35997682009-02-09Paper
A generalized existence theorem of reflected BSDEs with double obstacles2008-04-16Paper
https://portal.mardi4nfdi.de/entity/Q27052262001-06-28Paper

Research outcomes over time


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