The following pages link to Sheng-Wu Zhou (Q434695):
Displaying 26 items.
- Analytic solutions, Darboux transformation operators and supersymmetry for a generalized one-dimensional time-dependent Schrödinger equation (Q434697) (← links)
- (Q747192) (redirect page) (← links)
- A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process (Q747194) (← links)
- Asian option pricing with transaction costs and dividends under the fractional Brownian motion model (Q1714703) (← links)
- The pricing of vulnerable options in a fractional Brownian motion environment (Q1723398) (← links)
- Valuation of the vulnerable option price based on mixed fractional Brownian motion (Q1727085) (← links)
- Pricing vulnerable options with market prices of common jump risks under regime-switching models (Q1727291) (← links)
- Asian option pricing with monotonous transaction costs under fractional Brownian motion (Q1789869) (← links)
- A positivity-preserving numerical scheme for nonlinear option pricing models (Q1952786) (← links)
- Pricing of perpetual American put option with sub-mixed fractional Brownian motion (Q2175773) (← links)
- Stochastic suppression and almost surely stabilization of non-autonomous hybrid system with a new general one-sided polynomial growth condition (Q2412462) (← links)
- A generalized existence theorem of reflected BSDEs with double obstacles (Q2482122) (← links)
- (Q2705226) (← links)
- (Q2858516) (← links)
- (Q2860348) (← links)
- (Q2860664) (← links)
- (Q2991513) (← links)
- (Q3169573) (← links)
- (Q3599768) (← links)
- (Q3609261) (← links)
- (Q3611037) (← links)
- Pricing of lookback options under a mixed fractional Brownian movement (Q4624271) (← links)
- Pricing Asian option under mixed jump-fraction process (Q4640414) (← links)
- Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models (Q5078514) (← links)
- (Q5197224) (← links)
- (Q5872150) (← links)
