Works matching AU Zhang, Haoyan


Results: 39
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    Perturbed Skew Diffusion Processes.

    Published in:
    Mathematics (2227-7390), 2023, v. 11, n. 11, p. 2417, doi. 10.3390/math11112417
    By:
    • Tian, Yingxu;
    • Zhang, Haoyan
    Publication type:
    Article
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    Hitting times for sticky skew CIR process.

    Published in:
    Stochastics: An International Journal of Probability & Stochastic Processes, 2024, v. 96, n. 2, p. 1052, doi. 10.1080/17442508.2023.2255341
    By:
    • Zhang, Haoyan;
    • Tian, Yingxu
    Publication type:
    Article
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    Pricing perpetual American swaption.

    Published in:
    Mathematical Methods in the Applied Sciences, 2021, v. 44, n. 6, p. 5040, doi. 10.1002/mma.7091
    By:
    • Zhang, Haoyan;
    • Tian, Yingxu
    Publication type:
    Article
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