The following pages link to Xi-Li Zhang (Q659257):
Displaying 17 items.
- A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258) (← links)
- (Q711392) (redirect page) (← links)
- Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm (Q711395) (← links)
- (Q998042) (redirect page) (← links)
- Analytically bounded and numerically unbounded compound pendulum chaos (Q998043) (← links)
- Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (Q1014980) (← links)
- Chaos-assisted quantum tunneling and delocalization caused by resonance or near-resonance (Q1616463) (← links)
- Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (Q1619668) (← links)
- Arbitrage with fractional Gaussian processes (Q1620481) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521) (← links)
- (Q2746512) (← links)
- (Q4525840) (← links)
- CONTROLLING HYPERRADIANCE FROM CHAOTIC SOLITON OSCILLATOR IN JOSEPHSON JUNCTIONS (Q4669071) (← links)
- Parameter identification for the discretely observed geometric fractional Brownian motion (Q5220717) (← links)
- Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets (Q5265826) (← links)
- Maximum-likelihood estimators in the mixed fractional Brownian motion (Q5402581) (← links)
