Xinfeng Ruan

Available identifiers

zbMath Open ruan.xinfengWikidataQ112464781 ScholiaQ112464781MaRDI QIDQ460207

List of research outcomes

Publication	Date of Publication	Type
The price of COVID-19-induced uncertainty in the options market	2022-04-14	Paper
Asset pricing in a pure exchange economy with heterogeneous investors	2021-05-03	Paper
Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility	2019-08-16	Paper
Pricing of American put option under a jump diffusion process with stochastic volatility in an incomplete market	2019-02-14	Paper
Exponential stability of stochastic differential equation with mixed delay	2019-02-01	Paper
A note on ``A closed-form pricing formula for European options under the Heston model with stochastic interest rate	2019-01-24	Paper
Equilibrium variance risk premium in a cost-free production economy	2018-11-15	Paper
Fast Fourier transform based power option pricing with stochastic interest rate, volatility, and jump intensity	2018-10-10	Paper
Continuous-time portfolio selection and option pricing under risk-minimization criterion in an incomplete market	2018-10-10	Paper
Investor attention and market microstructure	2018-08-29	Paper
Errata corrige optimal portfolio and consumption with habit formation in a jump diffusion market	2018-06-22	Paper
Optimal portfolio and consumption with habit formation in a jump diffusion market	2016-01-25	Paper
Real option model of dynamic growth processes with consumption	2015-11-06	Paper
Option pricing under risk-minimization criterion in an incomplete market with the finite difference method	2014-10-13	Paper
Exponential stability of stochastic nonlinear dynamical price system with delay	2014-10-13	Paper
Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity	2014-07-17	Paper

Research outcomes over time

This page was built for person: Xinfeng Ruan