Shengwu Zhou

The Pricing of Vulnerable Options in a Fractional Brownian Motion Environment

Chao Wang, Shengwu Zhou, Jingyuan Yang, 2015 .

Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models

Xuefeng Song, Shengwu Zhou, Miao Han, 2019, Communications in Statistics - Theory and Methods.

Pricing Vulnerable Options with Market Prices of Common Jump Risks under Regime-Switching Models

Xuefeng Song, Huawei Niu, Shengwu Zhou, 2018 .

Pricing of perpetual American put option with sub-mixed fractional Brownian motion

Feng Xu, Shengwu Zhou, 2019, Fractional Calculus and Applied Analysis.

New Algebraic Criteria for Global Exponential Periodicity and Stability of Memristive Neural Networks with Variable Delays

Song Zhu, Dan Liu, Shengwu Zhou, 2018, Neural Processing Letters.

Stochastic suppression and almost surely stabilization of non-autonomous hybrid system with a new general one-sided polynomial growth condition

Yan Shi, Song Zhu, Kaili Sun, 2017, J. Frankl. Inst..

Valuation of the Vulnerable Option Price Based on Mixed Fractional Brownian Motion

Shengwu Zhou, Jingyuan Yang, Yanmin Ouyang, 2018, Discrete Dynamics in Nature and Society.

Asian Option Pricing with Monotonous Transaction Costs under Fractional Brownian Motion

Yan Zhang, Di Pan, Shengwu Zhou, 2013, J. Appl. Math..