Xi-Li Zhang

Available identifiers

Publication	Date of Publication	Type
Parameter identification for the discretely observed geometric fractional Brownian motion	2020-03-27	Paper
Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model	2018-11-13	Paper
Arbitrage with fractional Gaussian processes	2018-11-13	Paper
Chaos-assisted quantum tunneling and delocalization caused by resonance or near-resonance	2018-11-06	Paper
The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate	2018-09-20	Paper
Least squares estimation for the drift parameters in the sub-fractional Vasicek processes	2018-06-20	Paper
Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets	2015-07-29	Paper
Maximum-likelihood estimators in the mixed fractional Brownian motion	2014-03-14	Paper
A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments	2012-02-10	Paper
Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm	2010-10-26	Paper
Portfolio selection under possibilistic mean-variance utility and a SMO algorithm	2009-04-30	Paper
Analytically bounded and numerically unbounded compound pendulum chaos	2007-08-10	Paper
CONTROLLING HYPERRADIANCE FROM CHAOTIC SOLITON OSCILLATOR IN JOSEPHSON JUNCTIONS	2005-04-15	Paper
https://portal.mardi4nfdi.de/entity/Q4525840	2002-04-21	Paper
https://portal.mardi4nfdi.de/entity/Q2746512	2001-10-10	Paper

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