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Works (5)

Legendre transform dual-asymptotic solution for optimal investment, consumption and life insurance strategy under the HLSV model

Computational and Applied Mathematics
2024-09 | Journal article
DOI: 10.1007/s40314-024-02844-x
Contributors: Jianyu Huo; Qing Zhou
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Transition density function expansion methods for portfolio optimization

Optimal Control Applications and Methods
2024-07 | Journal article
DOI: 10.1002/oca.3102
Contributors: Yuxuan Lu; Qing Zhou; Weixing Wu; Weilin Xiao
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Optimal investment, consumption, and work effort strategies with stochastic salary under the HLSV model

Computational and Applied Mathematics
2024-06 | Journal article
DOI: 10.1007/s40314-024-02684-9
Contributors: Menglei Huang; Qing Zhou
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Continuous-time Markov chain approximation for pricing Asian options under rough stochastic local volatility models

Communications in Statistics - Simulation and Computation
2024-04-12 | Journal article
DOI: 10.1080/03610918.2024.2334790
Contributors: Ziqi Lei; Qing Zhou; Weilin Xiao
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Pricing vulnerable American put options under jump-diffusion processes when corporate liabilities are random

Communications in Statistics - Simulation and Computation
2023-11-02 | Journal article
DOI: 10.1080/03610918.2021.1990325
Contributors: Shengan Wang; Qing Zhou; Weilin Xiao
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Peer review (1 review for 1 publication/grant)

Review activity for Matemática aplicada e computacional (1)
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