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Author ID: ruan.xinfeng Recent zbMATH articles by "Ruan, Xinfeng"
Published as: Ruan, Xinfeng
External Links: ORCID · dblp
Documents Indexed: 17 Publications since 2005
Co-Authors: 14 Co-Authors with 16 Joint Publications
459 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

9 Publications have been cited 33 times in 32 Documents Cited by Year
Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity. Zbl 1291.91232
Huang, Jiexiang; Zhu, Wenli; Ruan, Xinfeng
16
2014
Iterative learning controllers for discrete-time large-scale systems to track trajectories with distinct magnitudes. Zbl 1085.93527
Ruan, X.; Bien, Z.; Park, K.-H.
4
2005
Optimal portfolio and consumption with habit formation in a jump diffusion market. Zbl 1329.91125
Ruan, Xinfeng; Zhu, Wenli; Hu, Jin; Huang, Jiexiang
4
2013
Exponential stability of stochastic differential equation with mixed delay. Zbl 1406.60092
Zhu, Wenli; Huang, Jiexiang; Ruan, Xinfeng; Zhao, Zhao
4
2014
Fast Fourier transform based power option pricing with stochastic interest rate, volatility, and jump intensity. Zbl 1397.91569
Huang, Jiexiang; Zhu, Wenli; Ruan, Xinfeng
3
2013
Option pricing under risk-minimization criterion in an incomplete market with the finite difference method. Zbl 1296.91285
Ruan, Xinfeng; Zhu, Wenli; Li, Shuang; Huang, Jiexiang
3
2013
Real option model of dynamic growth processes with consumption. Zbl 1328.35246
Fang, Nengsheng; Ruan, Xinfeng; Liao, Caixiu
1
2015
Exponential stability of stochastic nonlinear dynamical price system with delay. Zbl 1296.93163
Zhu, Wenli; Ruan, Xinfeng; Qin, Ye; Zhuang, Jie
1
2013
Pricing of American put option under a jump diffusion process with stochastic volatility in an incomplete market. Zbl 1406.91449
Li, Shuang; Zhou, Yanli; Ruan, Xinfeng; Wiwatanapataphee, B.
1
2014
Real option model of dynamic growth processes with consumption. Zbl 1328.35246
Fang, Nengsheng; Ruan, Xinfeng; Liao, Caixiu
1
2015
Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity. Zbl 1291.91232
Huang, Jiexiang; Zhu, Wenli; Ruan, Xinfeng
16
2014
Exponential stability of stochastic differential equation with mixed delay. Zbl 1406.60092
Zhu, Wenli; Huang, Jiexiang; Ruan, Xinfeng; Zhao, Zhao
4
2014
Pricing of American put option under a jump diffusion process with stochastic volatility in an incomplete market. Zbl 1406.91449
Li, Shuang; Zhou, Yanli; Ruan, Xinfeng; Wiwatanapataphee, B.
1
2014
Optimal portfolio and consumption with habit formation in a jump diffusion market. Zbl 1329.91125
Ruan, Xinfeng; Zhu, Wenli; Hu, Jin; Huang, Jiexiang
4
2013
Fast Fourier transform based power option pricing with stochastic interest rate, volatility, and jump intensity. Zbl 1397.91569
Huang, Jiexiang; Zhu, Wenli; Ruan, Xinfeng
3
2013
Option pricing under risk-minimization criterion in an incomplete market with the finite difference method. Zbl 1296.91285
Ruan, Xinfeng; Zhu, Wenli; Li, Shuang; Huang, Jiexiang
3
2013
Exponential stability of stochastic nonlinear dynamical price system with delay. Zbl 1296.93163
Zhu, Wenli; Ruan, Xinfeng; Qin, Ye; Zhuang, Jie
1
2013
Iterative learning controllers for discrete-time large-scale systems to track trajectories with distinct magnitudes. Zbl 1085.93527
Ruan, X.; Bien, Z.; Park, K.-H.
4
2005

Citations by Year