Generalized BSDEs and nonlinear Neumann boundary value problems. Zbl 0909.60046
Pardoux, Etienne; Zhang, Shuguang |
|
1998
|
After-sale service deployment and information sharing in a supply chain under demand uncertainty. Zbl 1430.90159
Zhang, Shuguang; Dan, Bin; Zhou, Maosen |
|
2019
|
Information sharing in an e-tailing supply chain for fresh produce with freshness-keeping effort and value-added service. Zbl 1487.90136
Liu, Molin; Dan, Bin; Zhang, Shuguang; Ma, Songxuan |
|
2021
|
Precise large deviations of aggregate claims in a risk model with regression-type size-dependence. Zbl 1281.62223
Bi, Xiuchun; Zhang, Shuguang |
|
2013
|
Solutions to BSDEs driven by both standard and fractional Brownian motions. Zbl 1329.60180
Fei, Weiyin; Xia, Dengfeng; Zhang, Shuguang |
|
2013
|
A moderate deviation principle for stochastic Volterra equation. Zbl 1356.60107
Li, Yumeng; Wang, Ran; Yao, Nian; Zhang, Shuguang |
|
2017
|
Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon. Zbl 1342.93122
Sun, Jingrui; Yong, Jiongmin; Zhang, Shuguang |
|
2016
|
Moderate deviations for a stochastic heat equation with spatially correlated noise. Zbl 1323.60085
Li, Yumeng; Wang, Ran; Zhang, Shuguang |
|
2015
|
Dynamic investigations in a Stackelberg model with differentiated products and bounded rationality. Zbl 1494.91062
Xiao, Yue; Zhang, Shuguang; Peng, Yu |
|
2022
|
Large deviations for sums of claims in a general renewal risk model with the regression dependent structure. Zbl 1447.62052
Li, Rong; Bi, Xiuchun; Zhang, Shuguang |
|
2020
|
Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment. Zbl 1310.93082
Bi, Xiuchun; Zhang, Shuguang |
|
2015
|
Dynamic valuation of options on non-traded assets and trading strategies. Zbl 1295.91093
Mi, Hui; Zhang, Shuguang |
|
2013
|
Moderate deviations for a fractional stochastic heat equation with spatially correlated noise. Zbl 1367.60083
Li, Yumeng; Wang, Ran; Yao, Nian; Zhang, Shuguang |
|
2017
|
Optimal portfolio and consumption models under loss aversion in infinite time horizon. Zbl 1414.91353
Song, Jingjing; Bi, Xiuchun; Zhang, Shuguang |
|
2016
|
Continuous-time portfolio selection with loss aversion in an incomplete market. Zbl 1265.91148
Mi, Hui; Zhang, Shuguang |
|
2012
|
Existence of two positive periodic solutions for Nicholson’s blowflies functional differential equations. Zbl 1265.34308
Zhang, Shuguang; Fan, Zhiyong |
|
2012
|
Pricing barrier options under stochastic volatility framework. Zbl 1283.91185
Zhai, Yunfei; Bi, Xiuchun; Zhang, Shuguang |
|
2013
|
Several properties of a nonstandard renewal counting process and their applications. Zbl 1445.60067
Li, Rong; Bi, Xiuchun; Zhang, Shuguang |
|
2020
|
Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process. Zbl 1333.91055
Jia, Zhaoli; Bi, Xiuchun; Zhang, Shuguang |
|
2015
|
Should an online manufacturer partner with a competing or noncompeting retailer for physical showrooms? Zbl 07769676
Dan, Bin; Zhang, Haiyue; Zhang, Xumei; Guan, Zili; Zhang, Shuguang |
|
2021
|
Dynamic asset allocation with loss aversion in a jump-diffusion model. Zbl 1319.91146
Mi, Hui; Bi, Xiu-chun; Zhang, Shu-guang |
|
2015
|
Recovery analysis for block \(\ell_p-\ell_1\) minimization with prior support information. Zbl 1493.90136
Zhang, Jing; Zhang, Shuguang |
|
2022
|
An improved known vicinity algorithm based on geometry test for particle localization in arbitrary grid. Zbl 1375.76196
Ke, Peng; Zhang, Shuguang; Wu, Jianghao; Yang, Chunxin |
|
2009
|
Thrust generation and wake structure of wiggling hydrofoil. Zbl 1378.76025
He, Guoyi; Zhang, Shuguang; Zhang, Xing |
|
2010
|
The exponential convergence rates of the projection residue of \(U\)-statistics and their application. Zbl 0952.62524
Miao, Baiqi; Zhang, Shuguang |
|
1994
|
Prices of Asian options under stochastic interest rates. Zbl 1105.60028
Zhang, Shuguang; Yuan, Shuiyong; Wang, Lijun |
|
2006
|
Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints. Zbl 1411.91531
Song, Jingjing; Bi, Xiuchun; Li, Rong; Zhang, Shuguang |
|
2017
|
Pricing the reset option under Vasiček interest rate. Zbl 1019.60038
Wang, Lijun; Zhang, Shuguang |
|
2002
|
Web renewal counting processes and their applications in insurance. Zbl 1498.60353
Li, Rong; Bi, Xiuchun; Zhang, Shuguang |
|
2018
|
Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion. Zbl 1293.49037
Zheng, Zhonghao; Bi, Xiuchun; Zhang, Shuguang |
|
2013
|
Pricing the Asian option under Vasiček interest rate. Zbl 1092.91033
Wang, Lijun; Zhang, Shuguang |
|
2003
|
Nonconcave penalized M-estimation for the least absolute relative errors model. Zbl 07649691
Fan, Ruiya; Zhang, Shuguang; Wu, Yaohua |
|
2023
|
Pricing credit derivatives under fractional stochastic interest rate models with jumps. Zbl 1369.91189
Zhang, Jiaojiao; Bi, Xiuchun; Li, Rong; Zhang, Shuguang |
|
2017
|
Nonconcave penalized M-estimation for the least absolute relative errors model. Zbl 07649691
Fan, Ruiya; Zhang, Shuguang; Wu, Yaohua |
|
2023
|
Dynamic investigations in a Stackelberg model with differentiated products and bounded rationality. Zbl 1494.91062
Xiao, Yue; Zhang, Shuguang; Peng, Yu |
|
2022
|
Recovery analysis for block \(\ell_p-\ell_1\) minimization with prior support information. Zbl 1493.90136
Zhang, Jing; Zhang, Shuguang |
|
2022
|
Information sharing in an e-tailing supply chain for fresh produce with freshness-keeping effort and value-added service. Zbl 1487.90136
Liu, Molin; Dan, Bin; Zhang, Shuguang; Ma, Songxuan |
|
2021
|
Should an online manufacturer partner with a competing or noncompeting retailer for physical showrooms? Zbl 07769676
Dan, Bin; Zhang, Haiyue; Zhang, Xumei; Guan, Zili; Zhang, Shuguang |
|
2021
|
Large deviations for sums of claims in a general renewal risk model with the regression dependent structure. Zbl 1447.62052
Li, Rong; Bi, Xiuchun; Zhang, Shuguang |
|
2020
|
Several properties of a nonstandard renewal counting process and their applications. Zbl 1445.60067
Li, Rong; Bi, Xiuchun; Zhang, Shuguang |
|
2020
|
After-sale service deployment and information sharing in a supply chain under demand uncertainty. Zbl 1430.90159
Zhang, Shuguang; Dan, Bin; Zhou, Maosen |
|
2019
|
Web renewal counting processes and their applications in insurance. Zbl 1498.60353
Li, Rong; Bi, Xiuchun; Zhang, Shuguang |
|
2018
|
A moderate deviation principle for stochastic Volterra equation. Zbl 1356.60107
Li, Yumeng; Wang, Ran; Yao, Nian; Zhang, Shuguang |
|
2017
|
Moderate deviations for a fractional stochastic heat equation with spatially correlated noise. Zbl 1367.60083
Li, Yumeng; Wang, Ran; Yao, Nian; Zhang, Shuguang |
|
2017
|
Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints. Zbl 1411.91531
Song, Jingjing; Bi, Xiuchun; Li, Rong; Zhang, Shuguang |
|
2017
|
Pricing credit derivatives under fractional stochastic interest rate models with jumps. Zbl 1369.91189
Zhang, Jiaojiao; Bi, Xiuchun; Li, Rong; Zhang, Shuguang |
|
2017
|
Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon. Zbl 1342.93122
Sun, Jingrui; Yong, Jiongmin; Zhang, Shuguang |
|
2016
|
Optimal portfolio and consumption models under loss aversion in infinite time horizon. Zbl 1414.91353
Song, Jingjing; Bi, Xiuchun; Zhang, Shuguang |
|
2016
|
Moderate deviations for a stochastic heat equation with spatially correlated noise. Zbl 1323.60085
Li, Yumeng; Wang, Ran; Zhang, Shuguang |
|
2015
|
Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment. Zbl 1310.93082
Bi, Xiuchun; Zhang, Shuguang |
|
2015
|
Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process. Zbl 1333.91055
Jia, Zhaoli; Bi, Xiuchun; Zhang, Shuguang |
|
2015
|
Dynamic asset allocation with loss aversion in a jump-diffusion model. Zbl 1319.91146
Mi, Hui; Bi, Xiu-chun; Zhang, Shu-guang |
|
2015
|
Precise large deviations of aggregate claims in a risk model with regression-type size-dependence. Zbl 1281.62223
Bi, Xiuchun; Zhang, Shuguang |
|
2013
|
Solutions to BSDEs driven by both standard and fractional Brownian motions. Zbl 1329.60180
Fei, Weiyin; Xia, Dengfeng; Zhang, Shuguang |
|
2013
|
Dynamic valuation of options on non-traded assets and trading strategies. Zbl 1295.91093
Mi, Hui; Zhang, Shuguang |
|
2013
|
Pricing barrier options under stochastic volatility framework. Zbl 1283.91185
Zhai, Yunfei; Bi, Xiuchun; Zhang, Shuguang |
|
2013
|
Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion. Zbl 1293.49037
Zheng, Zhonghao; Bi, Xiuchun; Zhang, Shuguang |
|
2013
|
Continuous-time portfolio selection with loss aversion in an incomplete market. Zbl 1265.91148
Mi, Hui; Zhang, Shuguang |
|
2012
|
Existence of two positive periodic solutions for Nicholson’s blowflies functional differential equations. Zbl 1265.34308
Zhang, Shuguang; Fan, Zhiyong |
|
2012
|
Thrust generation and wake structure of wiggling hydrofoil. Zbl 1378.76025
He, Guoyi; Zhang, Shuguang; Zhang, Xing |
|
2010
|
An improved known vicinity algorithm based on geometry test for particle localization in arbitrary grid. Zbl 1375.76196
Ke, Peng; Zhang, Shuguang; Wu, Jianghao; Yang, Chunxin |
|
2009
|
Prices of Asian options under stochastic interest rates. Zbl 1105.60028
Zhang, Shuguang; Yuan, Shuiyong; Wang, Lijun |
|
2006
|
Pricing the Asian option under Vasiček interest rate. Zbl 1092.91033
Wang, Lijun; Zhang, Shuguang |
|
2003
|
Pricing the reset option under Vasiček interest rate. Zbl 1019.60038
Wang, Lijun; Zhang, Shuguang |
|
2002
|
Generalized BSDEs and nonlinear Neumann boundary value problems. Zbl 0909.60046
Pardoux, Etienne; Zhang, Shuguang |
|
1998
|
The exponential convergence rates of the projection residue of \(U\)-statistics and their application. Zbl 0952.62524
Miao, Baiqi; Zhang, Shuguang |
|
1994
|
