Edit Profile (opens in new tab) Zhao, Jing Co-Author Distance Author ID: 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 all top 5 Co-Authors 1 single-authored 8 Wong, Hoi Ying 7 Liu, Zhenbin 5 Liu, Lishan 5 Meng, Fanwei 2 Chiu, Mei Choi 2 Ding, Xiaoqian 2 Jiang, Guoping 2 Xiao, Min 1 Anderson, Keaven M. 1 Cao, Jinde 1 Chan, Ngai Hang 1 Gan, Haitao 1 Guo, Zifang 1 Hao, Yaxin 1 He, Jiajin 1 Lu, Zhenbin 1 Luan, Yifeng 1 Luo, Ricai 1 Shen, Ziyuan 1 Sun, Linda Z. 1 Wang, Zhen 1 Wang, Zhengxin 1 Wu, Yonghon 1 Wu, Yonghong 1 Yan, Yadong 1 Yang, Zhi 1 Yao, Yi 1 Ye, Zhiwei 1 You, Xiaohu 1 Zhang, Chuan 1 Zhang, Zaichen all top 5 Serials 2 Journal of Computational and Applied Mathematics 2 Journal of Systems Science and Mathematical Sciences 2 European Journal of Operational Research 2 International Journal of Robust and Nonlinear Control 1 Journal of the Franklin Institute 1 Applied Mathematics and Computation 1 Biometrical Journal 1 SIAM Journal on Numerical Analysis 1 Operations Research Letters 1 Annals of Differential Equations 1 Neural Networks 1 Journal of Applied Mathematics and Stochastic Analysis 1 Computational Statistics and Data Analysis 1 Mathematical Problems in Engineering 1 Acta Analysis Functionalis Applicata. AAFA 1 Quantitative Finance 1 Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis 1 Natural Computing 1 Miskolc Mathematical Notes 1 Mathematical Biosciences and Engineering 1 Asian Journal of Control 1 Journal of Function Spaces 1 Journal of Nonlinear and Variational Analysis all top 5 Fields 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Ordinary differential equations (34-XX) 6 Systems theory; control (93-XX) 4 Probability theory and stochastic processes (60-XX) 4 Computer science (68-XX) 3 Partial differential equations (35-XX) 3 Integral equations (45-XX) 3 Operator theory (47-XX) 2 Functional analysis (46-XX) 2 Statistics (62-XX) 2 Numerical analysis (65-XX) 2 Biology and other natural sciences (92-XX) 1 Real functions (26-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral transforms, operational calculus (44-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 37 Serials 6 Journal of Computational and Applied Mathematics 6 European Journal of Operational Research 4 Computers & Mathematics with Applications 3 Chaos, Solitons and Fractals 3 Japan Journal of Industrial and Applied Mathematics 3 Discrete Dynamics in Nature and Society 3 Quantitative Finance 2 Insurance Mathematics & Economics 2 Operations Research Letters 2 Journal of Economic Dynamics & Control 2 Journal of Scientific Computing 2 Communications in Nonlinear Science and Numerical Simulation 1 Advances in Applied Probability 1 Applicable Analysis 1 Journal of Mathematical Analysis and Applications 1 Applied Mathematics and Computation 1 Bulletin of the Korean Mathematical Society 1 Applied Numerical Mathematics 1 Acta Mathematicae Applicatae Sinica. English Series 1 Applications of Mathematics 1 Communications in Statistics. Theory and Methods 1 International Journal of Computer Mathematics 1 Mathematical Problems in Engineering 1 Vietnam Journal of Mathematics 1 Abstract and Applied Analysis 1 Mathematical Methods of Operations Research 1 Probability in the Engineering and Informational Sciences 1 Applied Stochastic Models in Business and Industry 1 The ANZIAM Journal 1 Decisions in Economics and Finance 1 Journal of Applied Mathematics 1 Stochastic Models 1 Asia-Pacific Financial Markets 1 SIAM Journal on Financial Mathematics 1 Mathematical Sciences 1 Computational Methods for Differential Equations 1 Frontiers of Mathematical Finance all top 5 Cited in 12 Fields 61 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 30 Probability theory and stochastic processes (60-XX) 22 Numerical analysis (65-XX) 16 Partial differential equations (35-XX) 6 Integral transforms, operational calculus (44-XX) 6 Statistics (62-XX) 3 Ordinary differential equations (34-XX) 3 Operations research, mathematical programming (90-XX) 2 Computer science (68-XX) 1 Real functions (26-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) Citations by Year