Hongbiao Zhao

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 10

Top Topics

Black Scholes Model

Mathematical Model

Top Venues

J. Appl. Probab.

ACM Trans. Model. Comput. Simul.

J. Oper. Res. Soc.

IEEE Trans. Control. Syst. Technol.

Publications

Hongbiao Zhao, Peter Stansby, Zhijing Liao, Guang Li
Optimal Control of a Hybrid Offshore Platform Combining a Wind Turbine and Multiple Floats. ICIT (2024)
Yan Qu, Angelos Dassios, Hongbiao Zhao
Shot-noise cojumps: Exact simulation and option pricing. J. Oper. Res. Soc. 74 (3) (2023)
Yujia Zhang, Hongbiao Zhao, Guang Li, Christopher Edwards, Mike Belmont
Robust Nonlinear Model Predictive Control of an Autonomous Launch and Recovery System. IEEE Trans. Control. Syst. Technol. 31 (5) (2023)
Young Lee, Patrick J. Laub, Thomas Taimre, Hongbiao Zhao, Jiancang Zhuang
Exact simulation of extrinsic stress-release processes. J. Appl. Probab. 59 (1) (2022)
Yan Qu, Angelos Dassios, Hongbiao Zhao
Random Variate Generation for Exponential and Gamma Tilted Stable Distributions. ACM Trans. Model. Comput. Simul. 31 (4) (2021)
Yan Qu, Angelos Dassios, Hongbiao Zhao
Exact simulation of gamma-driven Ornstein-Uhlenbeck processes with finite and infinite activity jumps. J. Oper. Res. Soc. 72 (2) (2021)
Yan Qu, Angelos Dassios, Hongbiao Zhao
Exact simulation of Ornstein-Uhlenbeck tempered stable processes. J. Appl. Probab. 58 (2) (2021)
Angelos Dassios, Yan Qu, Hongbiao Zhao
Exact Simulation for a Class of Tempered Stable and Related Distributions. ACM Trans. Model. Comput. Simul. 28 (3) (2018)
Angelos Dassios, Hongbiao Zhao
Efficient Simulation of Clustering Jumps with CIR Intensity. Oper. Res. 65 (6) (2017)
Kar Wai Lim, Young Lee, Leif Hanlen, Hongbiao Zhao
Simulation and Calibration of a Fully Bayesian Marked Multidimensional Hawkes Process with Dissimilar Decays. ACML (2016)
Angelos Dassios, Hongbiao Zhao
A Risk Model with Delayed Claims. J. Appl. Probab. 50 (3) (2013)