Xin Zang
From MaRDI portal
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 |
|---|---|---|
| Research and developments of distortion risk measures Advances in Mathematics (Beijing) | 2026-01-20 | Paper |
| Random distortion risk measures Insurance Mathematics & Economics | 2024-05-24 | Paper |
| Asymptotic expansion for the transition densities of stochastic differential equations driven by the gamma processes Probability in the Engineering and Informational Sciences | 2022-11-22 | Paper |
| Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein-Uhlenbeck process Quantitative Finance | 2020-12-07 | Paper |
| Double-jump diffusion model for VIX: evidence from VVIX Quantitative Finance | 2018-11-19 | Paper |
Research outcomes over time
This page was built for person: Xin Zang
