Xinfeng Ruan

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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
Merton (1976) implied jump Journal of Economic Dynamics & Control	2026-02-12	Paper
The price of COVID-19-induced uncertainty in the options market Economics Letters	2022-04-14	Paper
Asset pricing in a pure exchange economy with heterogeneous investors Mathematics and Financial Economics	2021-05-03	Paper
Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility Abstract and Applied Analysis	2019-08-16	Paper
Pricing of American put option under a jump diffusion process with stochastic volatility in an incomplete market Abstract and Applied Analysis	2019-02-14	Paper
Exponential stability of stochastic differential equation with mixed delay Journal of Applied Mathematics	2019-02-01	Paper
A note on ``A closed-form pricing formula for European options under the Heston model with stochastic interest rate Journal of Computational and Applied Mathematics	2019-01-24	Paper
Equilibrium variance risk premium in a cost-free production economy Journal of Economic Dynamics and Control	2018-11-15	Paper
Fast Fourier transform based power option pricing with stochastic interest rate, volatility, and jump intensity Journal of Applied Mathematics	2018-10-10	Paper
Continuous-time portfolio selection and option pricing under risk-minimization criterion in an incomplete market Journal of Applied Mathematics	2018-10-10	Paper
Investor attention and market microstructure Economics Letters	2018-08-29	Paper
Errata corrige optimal portfolio and consumption with habit formation in a jump diffusion market Applied Mathematics and Computation	2018-06-22	Paper
Optimal portfolio and consumption with habit formation in a jump diffusion market Applied Mathematics and Computation	2016-01-25	Paper
Real option model of dynamic growth processes with consumption Communications in Mathematical Sciences	2015-11-06	Paper
Option pricing under risk-minimization criterion in an incomplete market with the finite difference method Mathematical Problems in Engineering	2014-10-13	Paper
Exponential stability of stochastic nonlinear dynamical price system with delay Mathematical Problems in Engineering	2014-10-13	Paper
Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity Journal of Computational and Applied Mathematics	2014-07-17	Paper

Research outcomes over time

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