Search Results - Zhang, Changyong

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  1. 1
    Stochastic Differential Equations Driven by Levy Processes: Numerical Weak Approximation

    Stochastic Differential Equations Driven by Levy Processes: Numerical Weak Approximation by Zhang, Changyong

    Published 2011
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  2. 2
    An origin-based model for unique shortest path routing

    An origin-based model for unique shortest path routing by Zhang, Changyong

    Published 2016
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  3. 3
    Modeling high frequency data using hawkes processes with power-law kernels

    Modeling high frequency data using hawkes processes with power-law kernels by Zhang, Changyong

    Published 2016
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  4. 4
    An Efficient Inventory Rationing Strategy for Systems with Two Demand Classes and Backordering

    An Efficient Inventory Rationing Strategy for Systems with Two Demand Classes and Backordering by Liu, S., Zhang, Changyong

    Published 2015
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  5. 5
    Hawkes-based models for high frequency financial data

    Hawkes-based models for high frequency financial data by Nyström, Kaj, Zhang, Changyong

    Published 2021
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  6. 6
    Weak euler scheme for lévy-driven stochastic differential equations

    Weak euler scheme for lévy-driven stochastic differential equations by Mikulevicius, R., Zhang, Changyong

    Published 2018
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  7. 7
    Switching-regime regression for modeling and predicting a stock market return

    Switching-regime regression for modeling and predicting a stock market return by Szulczyk, Kenneth, Zhang, Changyong

    Published 2019
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  8. 8
    A strengthened solution to option manipulation

    A strengthened solution to option manipulation by Aslam, Bilal, Zhang, Changyong

    Published 2022
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  9. 9
    On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes

    On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes by Zhang, Changyong, Mikulevičius, R.

    Published 2011
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  10. 10
    Weak Euler Approximation for Ito Diffusion and Jump Processes

    Weak Euler Approximation for Ito Diffusion and Jump Processes by Mikulevicius, R., Zhang, Changyong

    Published 2015
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  11. 11
    Market Making and Portfolio Liquidation under Uncertainty

    Market Making and Portfolio Liquidation under Uncertainty by Nystrom, K., Ould Aly, S., Zhang, Changyong

    Published 2014
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  12. 12
    Multi-Class Dynamic Inventory Rationing with Stochastic Demands and Backordering

    Multi-Class Dynamic Inventory Rationing with Stochastic Demands and Backordering by Zhang, Changyong, Liu, S., Song, M., Tan, K.

    Published 2015
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  13. 13
    Multi-class Dynamic Inventory Rationing with Stochastic Demands and Backordering

    Multi-class Dynamic Inventory Rationing with Stochastic Demands and Backordering by Liu, S., Song, M., Tan, Ka, Zhang, Changyong

    Published 2015
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