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Author ID: zhou.shengwu Recent zbMATH articles by "Zhou, Shengwu"
Published as: Zhou, Shengwu; Zhou, Sheng-Wu; Zhou, Sheng Wu
Documents Indexed: 27 Publications since 1994
Co-Authors: 34 Co-Authors with 26 Joint Publications
851 Co-Co-Authors

Publications by Year

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 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

Citations by Year