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Default probability of American lookback option in a mixed jump-diffusion model 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2020, 卷号: 540, 期号: 1, 页码: 1
作者:  Yang, Zhaoqiang
Adobe PDF(442Kb)  |  收藏  |  浏览/下载：980/188  |  提交时间：2021/03/24
European option pricing under the approximate fractional Heston jump–diffusion model with a stochastic long-term mean 期刊论文
Alexandria Engineering Journal, 2025, 卷号: 123, 页码: 145-156
作者:  Wang, Yubing;  Bai, Yanan
收藏  |  浏览/下载：120/0  |  提交时间：2025/04/14
Efficient valuation and exercise boundary of American fractional lookback option in a mixed jump-diffusion model 期刊论文
INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING, 2017, 卷号: 4, 期号: 2-3, 页码: 1
作者:  Yang, Zhaoqiang
收藏  |  浏览/下载：887/190  |  提交时间：2021/03/24
Optimal investment and life insurance strategies in a mixed jump-diffusion framework 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 卷号: 49, 期号: 16, 页码: 4002-4029
作者:  Yang (Yeung Chiu Keung), Zhaoqiang
Adobe PDF(2912Kb)  |  收藏  |  浏览/下载：249/24  |  提交时间：2021/03/24
A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION IN A SPECIAL MIXED JUMP-DIFFUSION MODEL 期刊论文
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 2020, 卷号: 34, 期号: 1, 页码: 27-52
作者:  Yang, Zhaoqiang
Adobe PDF(379Kb)  |  收藏  |  浏览/下载：289/18  |  提交时间：2021/03/24
European vulnerable options pricing under sub-mixed fractional jump-diffusion model with stochastic interest rate 期刊论文
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2024
作者:  Guo, Jingjun;  Wang, Yubing;  Kang, Weiyi
收藏  |  浏览/下载：147/0  |  提交时间：2024/11/05
Optimal Exercise Boundary of American Fractional Lookback Option in a Mixed Jump-Diffusion Fractional Brownian Motion Environment 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2017, 卷号: 2017, 期号: 1, 页码: 1
作者:  Yang, Zhaoqiang
Adobe PDF(556Kb)  |  收藏  |  浏览/下载：173/5  |  提交时间：2021/03/24
Detecting memberships in multiplex networks via nonnegative matrix factorization and tensor decomposition 期刊论文
NEW JOURNAL OF PHYSICS, 2025, 卷号: 27, 期号: 1
作者:  Tang, Fengqin;  Wang, Xiaozong;  Zhao, Xuejing;  Wang, Chunning
收藏  |  浏览/下载：20/0  |  提交时间：2025/02/19
THRESHOLD PROPAGATION IN A MAY-NOWAK TYPE DEGENERATE REACTION-DIFFUSION VIRAL MODEL ON PERIODICALLY EVOLVING DOMAIN 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2024, 卷号: 30, 期号: 4, 页码: 1415-1440
作者:  Wang, Jie;  Song, Pengyu;  Wang, Shuang-Ming;  Zhang, Yi
收藏  |  浏览/下载：144/0  |  提交时间：2024/11/05
A nonlocal and time-delayed reaction-diffusion eco-epidemiological predator-prey model 期刊论文
COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2019, 卷号: 77, 期号: 9, 页码: 2534-2552
作者:  Zhang, Liang;  Shi, Wan-Xia;  Wang, Shuang-Ming
Adobe PDF(1128Kb)  |  收藏  |  浏览/下载：164/7  |  提交时间：2021/03/24