Showing 1 - 6 results of 6 for search 'Shengwu Zhou', query time: 0.06s Refine Results
  1. 1
    The Pricing of Vulnerable Options in a Fractional Brownian Motion Environment

    The Pricing of Vulnerable Options in a Fractional Brownian Motion Environment by Chao Wang, Shengwu Zhou, Jingyuan Yang

    Published 2015-01-01
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  2. 2
    Valuation of the Vulnerable Option Price Based on Mixed Fractional Brownian Motion

    Valuation of the Vulnerable Option Price Based on Mixed Fractional Brownian Motion by Yanmin Ouyang, Jingyuan Yang, Shengwu Zhou

    Published 2018-01-01
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  3. 3
    Pricing Vulnerable Options with Market Prices of Common Jump Risks under Regime-Switching Models

    Pricing Vulnerable Options with Market Prices of Common Jump Risks under Regime-Switching Models by Miao Han, Xuefeng Song, Huawei Niu, Shengwu Zhou

    Published 2018-01-01
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  4. 4
    A Positivity-Preserving Numerical Scheme for Nonlinear Option Pricing Models

    A Positivity-Preserving Numerical Scheme for Nonlinear Option Pricing Models by Shengwu Zhou, Wei Li, Yu Wei, Cui Wen

    Published 2012-01-01
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  5. 5
    Asian Option Pricing with Monotonous Transaction Costs under Fractional Brownian Motion

    Asian Option Pricing with Monotonous Transaction Costs under Fractional Brownian Motion by Di Pan, Shengwu Zhou, Yan Zhang, Miao Han

    Published 2013-01-01
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  6. 6
    Design and Operation Parameters of Vibrating Harvester for <i>Coffea arabica</i> L.

    Design and Operation Parameters of Vibrating Harvester for <i>Coffea arabica</i> L. by Yingjie Yu, Ying Cao, Qinghui Lai, Qinghui Zhao, Zhexing Sun, Shengwu Zhou, Dake Song

    Published 2023-03-01
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