All Stories

  1. A novel analytical pricing of defaultable bonds and CDSs with stochastic recovery

    Article • Japan Journal of Industrial and Applied Mathematics, July 2025, Springer Science + Business Media

    Zhaoqiang Yang

  2. Strong Convergence of a Modified Euler—Maruyama Method for MSFIDEs with Local Lipschitz Coefficients

    Article • Fractal and Fractional, May 2025, MDPI AG

    Zhaoqiang Yang

  3. Strong convergence of Lévy-driven mixed stochastic integro-differential equations

    Article • Communications on Analysis and Computation, January 2025, American Institute of Mathematical Sciences (AIMS)

    Zhaoqiang Yang

  4. Default probability of American lookback option in a mixed jump-diffusion model

    Article • Physica A Statistical Mechanics and its Applications, February 2020, Elsevier

    Zhaoqiang Yang

  5. Optimal investment and life insurance strategies in a mixed jump-diffusion framework

    Article • Communication in Statistics- Theory and Methods, April 2019, Taylor & Francis

    Zhaoqiang Yang

  6. A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION

    Article • Probability in the Engineering and Informational Sciences, September 2018, Cambridge University Press

    Zhaoqiang Yang

  7. Efficient valuation and exercise boundary of American fractional lookback option in a MJD

    Article • International Journal of Financial Engineering, June 2017, World Scientific Pub Co Pte Lt

    Zhaoqiang Yang

  8. Optimal Exercise Boundary of American Fractional Lookback Option in a MJD-fBm

    Article • Mathematical Problems in Engineering, January 2017, Hindawi Publishing Corporation

    Zhaoqiang Yang