Dan Tang

Available identifiers

Publication	Date of Publication	Type
Pricing vulnerable basket spread options with liquidity risk	2024-03-19	Paper
https://portal.mardi4nfdi.de/entity/Q5035613	2022-02-22	Paper
Low-rate DoS attack detection based on two-step cluster analysis	2021-01-18	Paper
Optimal investment of variance-swaps in jump-diffusion market with regime-switching	2018-08-09	Paper
https://portal.mardi4nfdi.de/entity/Q2991007	2016-08-10	Paper
Optimal processing rate and buffer size of a jump-diffusion processing system	2015-01-22	Paper
Erratum to ``Lévy risk model with two-sided jumps and a barrier dividend strategy	2014-07-16	Paper
https://portal.mardi4nfdi.de/entity/Q4980768	2014-06-30	Paper
On the conditional default probability in a regulated market: a structural approach	2013-12-13	Paper
https://portal.mardi4nfdi.de/entity/Q4900812	2013-01-24	Paper
Lévy risk model with two-sided jumps and a barrier dividend strategy	2012-04-18	Paper
COUNTERPARTY RISK FOR CREDIT DEFAULT SWAP WITH STATES RELATED DEFAULT INTENSITY PROCESSES	2012-03-13	Paper
A new image encryption method	2011-07-19	Paper
The stochastic wave equations driven by fractional and colored noises	2010-11-17	Paper
Large deviation for stochastic Cahn-Hilliard partial differential equations	2009-09-03	Paper
Lyapunov exponent estimates of a class of higher-order stochastic Anderson models	2008-10-28	Paper
Explosive solutions of stochastic wave equations with damping on \(\mathbb R^d\)	2008-01-15	Paper
https://portal.mardi4nfdi.de/entity/Q3428429	2007-03-27	Paper

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