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Author ID: zhao.jing Recent zbMATH articles by "Zhao, Jing"
Published as: Zhao, Jing
External Links: MGP · ORCID · ResearchGate · dblp
Documents Indexed: 28 Publications since 2005, including 1 Additional arXiv Preprint
Co-Authors: 3 Co-Authors with 8 Joint Publications
97 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

17 Publications have been cited 72 times in 63 Documents Cited by Year
Valuing American options under the CEV model by Laplace-Carson transforms. Zbl 1202.91329
Wong, Hoi Ying; Zhao, Jing
23
2010
An artificial boundary method for american option pricing under the CEV model. Zbl 1178.35363
Wong, Hoi Ying; Zhao, Jing
18
2008
Commodity derivatives pricing with cointegration and stochastic covariances. Zbl 1346.91227
Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing
12
2015
A closed-form solution to American options under general diffusion processes. Zbl 1278.91171
Zhao, Jing; Wong, Hoi Ying
8
2012
The criterion of relative compactness for a class of abstract function groups in an infinite interval and its applications. Zbl 1174.46319
Liu, Zhenbin; Liu, Lishan; Zhao, Jing
5
2008
Stability analysis of solutions for a kind of integro-differential equations with a delay. Zbl 1427.34102
Zhao, Jing; Meng, Fanwei
5
2018
Unbounded solutions of a boundary value problem for abstract \(n\)th-order differential equations on an infinite interval. Zbl 1154.37316
Liu, Zhenbin; Liu, Lishan; Wu, Yonghong; Zhao, Jing
3
2008
Structural model of credit migration. Zbl 1254.91741
Chan, Ngai Hang; Wong, Hoi Ying; Zhao, Jing
3
2012
An artificial boundary method for the Hull-White model of American interest rate derivatives. Zbl 1237.91235
Wong, Hoi Ying; Zhao, Jing
3
2011
Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process. Zbl 1231.91044
Wong, Hoi Ying; Zhao, Jing
3
2011
The existence of solutions of infinite boundary value problems for first-order impulsive differential systems in Banach spaces. Zbl 1189.34061
Zhao, Jing; Liu, Zhenbin; Liu, Lishan
2
2008
Dynamic safety first expected utility model. Zbl 1403.91142
Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing
2
2018
Some properties for solutions of Riemann-Liouville fractional differential systems with a delay. Zbl 1406.34092
Zhao, Jing; Meng, Fanwei
2
2018
Initial value problems in infinite interval of first order nonlinear impulsive integro-differential equations in Banach spaces. Zbl 1116.45008
Liu, Zhenbin; Liu, Lishan; Wu, Yonghon; Zhao, Jing
1
2007
Quadratic integrability and boundedness for the solutions of second order nonhomogeneous delay differential equations. Zbl 1150.34555
Zhao, Jing; Meng, Fanwei; Liu, Zhenbin
1
2007
Quadratic integrability and boundedness of the solutions for second order nonlinear delay differential equations. Zbl 1090.34584
Zhao, Jing; Meng, Fanwei; Liu, Zhenbin
1
2005
Lyapunov-based stability of mix-valued logical networks. Zbl 1432.93267
Zhao, Jing; Meng, Fanwei; Liu, Zhenbin
1
2019
Lyapunov-based stability of mix-valued logical networks. Zbl 1432.93267
Zhao, Jing; Meng, Fanwei; Liu, Zhenbin
1
2019
Stability analysis of solutions for a kind of integro-differential equations with a delay. Zbl 1427.34102
Zhao, Jing; Meng, Fanwei
5
2018
Dynamic safety first expected utility model. Zbl 1403.91142
Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing
2
2018
Some properties for solutions of Riemann-Liouville fractional differential systems with a delay. Zbl 1406.34092
Zhao, Jing; Meng, Fanwei
2
2018
Commodity derivatives pricing with cointegration and stochastic covariances. Zbl 1346.91227
Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing
12
2015
A closed-form solution to American options under general diffusion processes. Zbl 1278.91171
Zhao, Jing; Wong, Hoi Ying
8
2012
Structural model of credit migration. Zbl 1254.91741
Chan, Ngai Hang; Wong, Hoi Ying; Zhao, Jing
3
2012
An artificial boundary method for the Hull-White model of American interest rate derivatives. Zbl 1237.91235
Wong, Hoi Ying; Zhao, Jing
3
2011
Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process. Zbl 1231.91044
Wong, Hoi Ying; Zhao, Jing
3
2011
Valuing American options under the CEV model by Laplace-Carson transforms. Zbl 1202.91329
Wong, Hoi Ying; Zhao, Jing
23
2010
An artificial boundary method for american option pricing under the CEV model. Zbl 1178.35363
Wong, Hoi Ying; Zhao, Jing
18
2008
The criterion of relative compactness for a class of abstract function groups in an infinite interval and its applications. Zbl 1174.46319
Liu, Zhenbin; Liu, Lishan; Zhao, Jing
5
2008
Unbounded solutions of a boundary value problem for abstract \(n\)th-order differential equations on an infinite interval. Zbl 1154.37316
Liu, Zhenbin; Liu, Lishan; Wu, Yonghong; Zhao, Jing
3
2008
The existence of solutions of infinite boundary value problems for first-order impulsive differential systems in Banach spaces. Zbl 1189.34061
Zhao, Jing; Liu, Zhenbin; Liu, Lishan
2
2008
Initial value problems in infinite interval of first order nonlinear impulsive integro-differential equations in Banach spaces. Zbl 1116.45008
Liu, Zhenbin; Liu, Lishan; Wu, Yonghon; Zhao, Jing
1
2007
Quadratic integrability and boundedness for the solutions of second order nonhomogeneous delay differential equations. Zbl 1150.34555
Zhao, Jing; Meng, Fanwei; Liu, Zhenbin
1
2007
Quadratic integrability and boundedness of the solutions for second order nonlinear delay differential equations. Zbl 1090.34584
Zhao, Jing; Meng, Fanwei; Liu, Zhenbin
1
2005
all top 5

Cited by 114 Authors

11 Wong, Hoi Ying
6 Chiu, Mei Choi
5 Ma, Jingtang
4 Zhao, Jing
4 Zhou, Zhiqiang
3 Cui, Zhenyu
3 Jeon, Junkee
3 Tangman, Désiré Yannick
2 Ashrafi, Ali Reza
2 Bhuruth, Muddun
2 Clegg, Matthew
2 Deelstra, Griselda
2 Gao, Xuemei
2 Grasselli, Martino
2 Kim, Geonwoo
2 Krauss, Christopher
2 Mahmoudi, Seyed Mahdi
2 Rezaei, Mirarkolaei Maryam
2 Thakoor, Nawdha
2 Van Weverberg, Christopher
1 Ballestra, Luca Vincenzo
1 Bayraktar, Erhan
1 Bhatoo, Omishwary
1 Buzzacchi, Matteo
1 Cecere, Liliana
1 Chen, Rongda
1 Chen, Wenting
1 Chen, Xinfu
1 Choe, Hi Jun
1 Choi, So Eun
1 Da Fonseca, José
1 Dehghan Takht Fooladi, Mehdi
1 Dilloo, Mehzabeen Jumanah
1 Dolinsky, Yan
1 Dong, Fangyuan
1 Eriksson, Bjorn
1 Ewald, Christian-Oliver
1 Farkas, Walter
1 Foroush Bastani, Ali
1 Forster, Jonathan J.
1 Gu, Mengdi
1 Guo, Jia
1 Han, Heejae
1 He, Yue
1 Hozman, Jiří
1 Jang, Hyun Jin
1 Jansen, Dennis W.
1 Jo, Sihun
1 Kang, Myungjoo
1 Kawai, Reiichiro
1 Kazemi, Seyed-Mohammad-Mahdi
1 Kim, Beom Jin
1 Lee, Jung-Kyung
1 Lee, Kyungsub
1 Lee, Somin
1 Li, Chun
1 Li, Jingzhi
1 Li, Qicai
1 Li, Wenyuan
1 Li, Yan
1 Li, Yanxiong
1 Li, Ziqiang
1 Liang, Jin
1 Liao, Shijun
1 Liu, Liqun
1 Lu, Zhengyang
1 Ma, Yong-Ki
1 Mathys, Ludovic
1 Mi, Hui
1 Nagao, Risa
1 Nemati Saray, Behzad
1 Novales, Alfonso
1 Park, Kyunghyun
1 Peer, Arshad Ahmud Iqbal
1 Pistorius, Martijn R.
1 Platania, Federico
1 Pun, Chi Seng
1 Raimbourg, Philippe
1 Saib, Aslam Aly El Faidal
1 Sakuma, Takayuki
1 Shen, Jinye
1 Silvestrov, Dmitrii
1 Soleymani, Fazlollah
1 Song, Haiming
1 Sudjianto, Agus
1 Sun, Haiwei
1 Tadmor, Eitan
1 Tan, Jiyang
1 Tangman, Yannick Désiré
1 Tichý, Tomáš
1 Wang, Weiyin
1 Woo, Junhui
1 Wu, Hongying
1 Wu, Yuan
1 Xu, Xiang
1 Xu, Zhuolu
1 Yamada, Yuji
1 Yang, Hongqiang
1 Yang, Minsuk
1 Yang, Wensheng
...and 14 more Authors

Citations by Year