Zhang, Lidong; Meng, Xiangbo; Sun, Yanmei; Du, Ziping Geometric average basket option pricing. (Chinese. English summary) Zbl 1438.91169 Acta Sci. Nat. Univ. Nankaiensis 52, No. 2, 76-81 (2019). MSC: 91G20 60J60 PDFBibTeX XMLCite \textit{L. Zhang} et al., Acta Sci. Nat. Univ. Nankaiensis 52, No. 2, 76--81 (2019; Zbl 1438.91169)
Zhang, Lidong; Zhang, Xiangli; Qiu, Hong; Du, Ziping The probabilistic properties of Vasicek-Ornstein-Uhlenbeck processes. (Chinese. English summary) Zbl 1363.60109 Acta Sci. Nat. Univ. Nankaiensis 49, No. 2, 103-108 (2016). MSC: 60J60 60H30 PDFBibTeX XMLCite \textit{L. Zhang} et al., Acta Sci. Nat. Univ. Nankaiensis 49, No. 2, 103--108 (2016; Zbl 1363.60109)
Zhang, Lidong; Du, Ziping; Rong, Ximin On the first hitting times to boundary of the reflected O-U process with two-sided barriers. (English) Zbl 1286.60079 Int. J. Contemp. Math. Sci. 8, No. 5-8, 235-242 (2013). MSC: 60J60 60H10 PDFBibTeX XMLCite \textit{L. Zhang} et al., Int. J. Contemp. Math. Sci. 8, No. 5--8, 235--242 (2013; Zbl 1286.60079) Full Text: DOI Link Link
Zhang, Lidong; Du, Ziping Properties of the first passage times of the reflected O-U process with a two-sided barrier. (English) Zbl 1231.60057 Queueing Syst. 65, No. 3, 229-236 (2010). MSC: 60H10 60G40 90B05 PDFBibTeX XMLCite \textit{L. Zhang} and \textit{Z. Du}, Queueing Syst. 65, No. 3, 229--236 (2010; Zbl 1231.60057) Full Text: DOI