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Jia, Zhaoli

Co-Author Distance
Author ID: jia.zhaoli Recent zbMATH articles by "Jia, Zhaoli"
Published as: Jia, Zhaoli
Documents Indexed: 11 Publications since 2005
Co-Authors: 13 Co-Authors with 11 Joint Publications
292 Co-Co-Authors
all top 5

Co-Authors

0 single-authored
4 Zhang, Shuguang
3 Wu, Huojun
3 Yang, Shuquan
2 Hu, Xueping
1 Bai, Mei
1 Bi, Xiuchun
1 Liu, Ce
1 Qin, Liping
1 Wang, Haijun
1 Wang, Xiaoyun
1 Wu, Qianqian
1 Zhu, Dongjin
1 Zhu, Lianyan
all top 5

Serials

3 Journal of Systems Science and Complexity
1 Acta Mathematicae Applicatae Sinica
1 Journal of Mathematical Research & Exposition
1 Mathematics in Practice and Theory
1 Chinese Journal of Applied Probability and Statistics
1 Journal of Anhui Normal University. Natural Science
1 Probability in the Engineering and Informational Sciences
1 Journal of Hefei University of Technology. Natural Science
1 Chinese Journal of Engineering Mathematics

Fields

8 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
6 Probability theory and stochastic processes (60-XX)
2 Statistics (62-XX)
1 Harmonic analysis on Euclidean spaces (42-XX)
1 Algebraic topology (55-XX)

Publications by Year

Citations contained in zbMATH Open

2 Publications have been cited 3 times in 3 Documents Cited by ▼ Year ▼
Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process. Zbl 1333.91055
Jia, Zhaoli; Bi, Xiuchun; Zhang, Shuguang
2
2015
Pricing variance swaps under double Heston stochastic volatility model with stochastic interest rate. Zbl 1505.91393
Wu, Huojun; Jia, Zhaoli; Yang, Shuquan; Liu, Ce
1
2022
Pricing variance swaps under double Heston stochastic volatility model with stochastic interest rate. Zbl 1505.91393
Wu, Huojun; Jia, Zhaoli; Yang, Shuquan; Liu, Ce
1
2022
Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process. Zbl 1333.91055
Jia, Zhaoli; Bi, Xiuchun; Zhang, Shuguang
2
2015
all top 5

Cited by 6 Authors

1 Cao, Jian-Peng
1 Fang, Yanbing
1 He, Xinjiang
1 Lin, Sha
1 Liu, Allen P.
1 Tong, Zhigang

Cited in 2 Serials

2 The ANZIAM Journal
1 Physica A

Cited in 3 Fields

2 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1 Probability theory and stochastic processes (60-XX)
1 Statistical mechanics, structure of matter (82-XX)

Citations by Year