Xin Zang
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Random distortion risk measures Insurance Mathematics & Economics | 2024-05-24 | Paper |
| Asymptotic expansion for the transition densities of stochastic differential equations driven by the gamma processes Probability in the Engineering and Informational Sciences | 2022-11-22 | Paper |
| Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein-Uhlenbeck process Quantitative Finance | 2020-12-07 | Paper |
| Double-jump diffusion model for VIX: evidence from VVIX Quantitative Finance | 2018-11-19 | Paper |
Research outcomes over time
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