Xili Zhang

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
Parameter identification for the discretely observed geometric fractional Brownian motion Journal of Statistical Computation and Simulation	2020-03-27	Paper
Arbitrage with fractional Gaussian processes Physica A	2018-11-13	Paper
Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model Physica A	2018-11-13	Paper
Chaos-assisted quantum tunneling and delocalization caused by resonance or near-resonance International Journal of Theoretical Physics	2018-11-06	Paper
The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate Physica A	2018-09-20	Paper
Least squares estimation for the drift parameters in the sub-fractional Vasicek processes Journal of Statistical Planning and Inference	2018-06-20	Paper
Parameter identification for drift fractional Brownian motions with application to the Chinese stock markets Communications in Statistics. Simulation and Computation	2015-07-29	Paper
Maximum-likelihood estimators in the mixed fractional Brownian motion Statistics	2014-03-14	Paper
A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments Insurance Mathematics & Economics	2012-02-10	Paper
Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm Computational Economics	2010-10-26	Paper
Portfolio selection under possibilistic mean-variance utility and a SMO algorithm European Journal of Operational Research	2009-04-30	Paper
Analytically bounded and numerically unbounded compound pendulum chaos Physics Letters. A	2007-08-10	Paper
CONTROLLING HYPERRADIANCE FROM CHAOTIC SOLITON OSCILLATOR IN JOSEPHSON JUNCTIONS International Journal of Bifurcation and Chaos in Applied Sciences and Engineering	2005-04-15	Paper
scientific article; zbMATH DE number 1556201 (Why is no real title available?)	2002-04-21	Paper
Using classical chaos to simulate quantum uncomputable state Acta Mathematica Scientia. Series A. (Chinese Edition)	2001-10-10	Paper

Research outcomes over time

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