Edit Profile (opens in new tab) Zhou, Shengwu Co-Author Distance Author ID: zhou.shengwu Published as: Zhou, Shengwu; Zhou, Sheng-Wu; Zhou, Sheng Wu more...less Documents Indexed: 27 Publications since 1994 Co-Authors: 34 Co-Authors with 26 Joint Publications 851 Co-Co-Authors all top 5 Co-Authors 1 single-authored 6 Han, Miao 4 Li, Wei 4 Xu, Feng 3 Zhang, Yan 2 Pan, Di 2 Song, Xuefeng 2 Yang, Jingyuan 2 Zheng, Shiqiu 1 Chen, Haizhen 1 Fan, Shengjun 1 Geng, Yanjing 1 Guo, Kaiqiang 1 Han, Lei 1 Hu, Sumin 1 Jiang, Wuyou 1 Jiang, Yiming 1 Liu, Jinlu 1 Niu, Huawei 1 Ouyang, Yanmin 1 Shi, Guang Ping 1 Shi, Yan 1 Sun, Kaili 1 Sun, Xiangyan 1 Tian, Shoufu 1 Wang, Chao 1 Wang, Wei 1 Wei, Yu 1 Wen, Cui 1 Wu, Wenna 1 Yang, Jiahui 1 Zhang, Hongqing 1 Zhou, Haitao 1 Zhou, Shuke 1 Zhu, Song all top 5 Serials 4 Discrete Dynamics in Nature and Society 3 Mathematics in Practice and Theory 3 Journal of East China Normal University. Natural Science Edition 3 Journal of Applied Mathematics 1 Journal of the Franklin Institute 1 Applied Mathematics and Computation 1 Statistics & Probability Letters 1 Chinese Journal of Applied Probability and Statistics 1 Communications in Statistics. Theory and Methods 1 Computational and Applied Mathematics 1 Pure and Applied Mathematics 1 Chinese Quarterly Journal of Mathematics 1 Fractional Calculus & Applied Analysis 1 Mathematical Theory and Application 1 Journal of Northwest Normal University. Natural Science 1 Journal of Shandong University. Natural Science 1 Journal of Henan University of Science and Technology. Natural Science 1 Acta Scientiarum Naturalium Universitatis Nankaiensis all top 5 Fields 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Probability theory and stochastic processes (60-XX) 4 Partial differential equations (35-XX) 4 Statistics (62-XX) 2 Numerical analysis (65-XX) 1 Ordinary differential equations (34-XX) 1 Differential geometry (53-XX) 1 Quantum theory (81-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 13 Publications have been cited 48 times in 46 Documents Cited by ▼ Year ▼ Analytic solutions, Darboux transformation operators and supersymmetry for a generalized one-dimensional time-dependent Schrödinger equation. Zbl 1252.35239 Tian, Shou-Fu; Zhou, Sheng-Wu; Jiang, Wu-You; Zhang, Hong-Qing 12 2012 The pricing of vulnerable options in a fractional Brownian motion environment. Zbl 1418.91546 Wang, Chao; Zhou, Shengwu; Yang, Jingyuan 9 2015 A generalized existence theorem of reflected BSDEs with double obstacles. Zbl 1136.60041 Zheng, Shiqiu; Zhou, Shengwu 6 2008 A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process. Zbl 1351.91024 Zhou, Shengwu; Han, Lei; Li, Wei; Zhang, Yan; Han, Miao 4 2015 Valuation of the vulnerable option price based on mixed fractional Brownian motion. Zbl 1422.91718 Ouyang, Yanmin; Yang, Jingyuan; Zhou, Shengwu 4 2018 Stochastic suppression and almost surely stabilization of non-autonomous hybrid system with a new general one-sided polynomial growth condition. Zbl 1373.93375 Zhu, Song; Sun, Kaili; Zhou, Shengwu; Shi, Yan 3 2017 A positivity-preserving numerical scheme for nonlinear option pricing models. Zbl 1264.91143 Zhou, Shengwu; Li, Wei; Wei, Yu; Wen, Cui 2 2012 Pricing of perpetual American put option with sub-mixed fractional Brownian motion. Zbl 1439.91035 Xu, Feng; Zhou, Shengwu 2 2019 Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models. Zbl 07530960 Han, Miao; Song, Xuefeng; Wang, Wei; Zhou, Shengwu 2 2021 Asian option pricing with transaction costs and dividends under the fractional Brownian motion model. Zbl 1406.91460 Zhang, Yan; Pan, Di; Zhou, Sheng-Wu; Han, Miao 1 2014 Pricing vulnerable options with market prices of common jump risks under regime-switching models. Zbl 1422.91700 Han, Miao; Song, Xuefeng; Niu, Huawei; Zhou, Shengwu 1 2018 Comparison theorem for multidimensional backward stochastic differential equations. Zbl 1153.60361 Zhou, Shengwu 1 2004 Pricing vulnerable option under jump-diffusion model with incomplete information. Zbl 1453.91096 Yang, Jiahui; Zhou, Shengwu; Zhou, Haitao; Guo, Kaiqiang 1 2019 Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models. Zbl 07530960 Han, Miao; Song, Xuefeng; Wang, Wei; Zhou, Shengwu 2 2021 Pricing of perpetual American put option with sub-mixed fractional Brownian motion. Zbl 1439.91035 Xu, Feng; Zhou, Shengwu 2 2019 Pricing vulnerable option under jump-diffusion model with incomplete information. Zbl 1453.91096 Yang, Jiahui; Zhou, Shengwu; Zhou, Haitao; Guo, Kaiqiang 1 2019 Valuation of the vulnerable option price based on mixed fractional Brownian motion. Zbl 1422.91718 Ouyang, Yanmin; Yang, Jingyuan; Zhou, Shengwu 4 2018 Pricing vulnerable options with market prices of common jump risks under regime-switching models. Zbl 1422.91700 Han, Miao; Song, Xuefeng; Niu, Huawei; Zhou, Shengwu 1 2018 Stochastic suppression and almost surely stabilization of non-autonomous hybrid system with a new general one-sided polynomial growth condition. Zbl 1373.93375 Zhu, Song; Sun, Kaili; Zhou, Shengwu; Shi, Yan 3 2017 The pricing of vulnerable options in a fractional Brownian motion environment. Zbl 1418.91546 Wang, Chao; Zhou, Shengwu; Yang, Jingyuan 9 2015 A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process. Zbl 1351.91024 Zhou, Shengwu; Han, Lei; Li, Wei; Zhang, Yan; Han, Miao 4 2015 Asian option pricing with transaction costs and dividends under the fractional Brownian motion model. Zbl 1406.91460 Zhang, Yan; Pan, Di; Zhou, Sheng-Wu; Han, Miao 1 2014 Analytic solutions, Darboux transformation operators and supersymmetry for a generalized one-dimensional time-dependent Schrödinger equation. Zbl 1252.35239 Tian, Shou-Fu; Zhou, Sheng-Wu; Jiang, Wu-You; Zhang, Hong-Qing 12 2012 A positivity-preserving numerical scheme for nonlinear option pricing models. Zbl 1264.91143 Zhou, Shengwu; Li, Wei; Wei, Yu; Wen, Cui 2 2012 A generalized existence theorem of reflected BSDEs with double obstacles. Zbl 1136.60041 Zheng, Shiqiu; Zhou, Shengwu 6 2008 Comparison theorem for multidimensional backward stochastic differential equations. Zbl 1153.60361 Zhou, Shengwu 1 2004 all cited Publications top 5 cited Publications all top 5 Cited by 98 Authors 4 Zhou, Shengwu 3 Tian, Shoufu 3 Zhang, Tiantian 3 Zou, Li 2 Ali, Asghar 2 Cheng, Panhong 2 Han, Miao 2 Jiang, Long 2 Li, Meng 2 Seadawy, Aly R. 2 Ševčovič, Daniel 2 Sun, Fangfang 2 Xu, Yuhong 2 Xu, Zhihong 1 Aazizi, Soufiane 1 Abounouh, Mostafa 1 Al Moatassime, Hassan 1 Araneda, Axel A. 1 Bekir, Ahmet 1 Bertschinger, Nils 1 Cao, Jinde 1 Cheemaa, Nadia 1 Chen, Peimin 1 Dai, Chaoqing 1 Dai, Zexing 1 Davison, Matt 1 Dharmaraja, Selvamuthu 1 Do, Khac Duc 1 Driouch, Aicha 1 Du, Longbo 1 El Mellali, Tarik 1 El Otmani, Mohamed 1 Fakhouri, Imade 1 Fan, Congyin 1 Feng, Qun 1 Gao, Jing 1 Gao, Yitian 1 Goubet, Olivier 1 Guo, Kaiqiang 1 Guo, Rui 1 Hainaut, Donatien 1 Han, Lei 1 Hao, Huiqin 1 He, Jianmin 1 Hu, Hengchun 1 Khalsaraei, Mohammad Mehdizadeh 1 Kim, Takwon 1 Klimsiak, Tomasz 1 Lee, Ki-Ahm 1 Li, Sen 1 Li, Shouwei 1 Li, Wei 1 Li, Wenxue 1 Lu, Dianchen 1 Ma, Pan-Li 1 Marzougue, Mohamed 1 Mehmood, Syed Amer 1 Melnikov, Aleksander Viktorovich 1 Mohammadnia, Zahra 1 Natarajan, Selvaraju 1 Ouknine, Youssef 1 Ouyang, Yanmin 1 Park, Jinwan 1 Qin, Chunyan 1 Rizvi, Syed Tahir Raza 1 Sedighi, Hamid Mohammad 1 Shan, Yuanchuang 1 Sharma, Nitu 1 Shi, Xuejun 1 Shokri, Ali 1 Shu, Huisheng 1 Song, Xiao 1 Tang, Shu-Lin 1 Tian, Dejian 1 Wan, Hongxi 1 Wang, Chao 1 Wang, Wei 1 Wang, Xiao 1 Wang, Xiubin 1 Wang, Yueyue 1 Wen, Xiaoyong 1 Wu, Weixing 1 Xiang, Kaili 1 Xu, Feng 1 Yang, Jiahui 1 Yang, Jingyuan 1 Yao, Xiangrui 1 Yi, Haoran 1 Yin, Wensheng 1 Yoon, Ji-Hun 1 Younis, Muhammad 1 Zhang, Ling 1 Zhang, Xuekang 1 Zhang, Yan 1 Zhou, Haitao 1 Zhou, Qing 1 Zhuang, Yuanying 1 Žitňanská, Magdaléna all top 5 Cited in 30 Serials 8 Discrete Dynamics in Nature and Society 3 Applied Mathematics and Computation 3 Fractional Calculus & Applied Analysis 2 Statistics & Probability Letters 2 Journal of Intelligent and Fuzzy Systems 2 Waves in Random and Complex Media 2 Chinese Journal of Physics (Taipei) 1 International Journal of Control 1 Journal of Mathematical Analysis and Applications 1 Physica A 1 Acta Mathematicae Applicatae Sinica. English Series 1 Communications in Statistics. Theory and Methods 1 Computational and Applied Mathematics 1 Bulletin des Sciences Mathématiques 1 Mathematical Finance 1 Nonlinear Dynamics 1 Applied Stochastic Models in Business and Industry 1 International Journal of Nonlinear Sciences and Numerical Simulation 1 Discrete and Continuous Dynamical Systems. Series B 1 Journal of Systems Science and Complexity 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Asia-Pacific Financial Markets 1 Advances in Difference Equations 1 Mathematics and Financial Economics 1 Advances in Nonlinear Analysis 1 Journal of Mathematics 1 Modern Stochastics. Theory and Applications 1 International Journal of Systems Science. Principles and Applications of Systems and Integration 1 Probability, Uncertainty and Quantitative Risk all top 5 Cited in 10 Fields 28 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 20 Probability theory and stochastic processes (60-XX) 13 Partial differential equations (35-XX) 5 Numerical analysis (65-XX) 5 Systems theory; control (93-XX) 3 Statistics (62-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Fluid mechanics (76-XX) 1 Mechanics of deformable solids (74-XX) 1 Optics, electromagnetic theory (78-XX) Citations by Year