Xinfeng Ruan

Publication Activity (10 Years)

Years Active: 2013-2019
Publications (10 Years): 1

Top Topics

Optimal Portfolio

Black Scholes Model

Exponential Stability

Top Venues

J. Comput. Appl. Math.

Appl. Math. Comput.

Publications

Xinfeng Ruan, Wenjun Zhang
A note on "A closed-form pricing formula for European options under the Heston model with stochastic interest rate". J. Comput. Appl. Math. 350 (2019)
Wenli Zhu, Jiexiang Huang, Xinfeng Ruan, Zhao Zhao
Exponential Stability of Stochastic Differential Equation with Mixed Delay. J. Appl. Math. 2014 (2014)
Xinfeng Ruan, Wenli Zhu, Jin Hu, Jiexiang Huang
Errata corrige optimal portfolio and consumption with habit formation in a jump diffusion market. Appl. Math. Comput. 232 (2014)
Jiexiang Huang, Wenli Zhu, Xinfeng Ruan
Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity. J. Comput. Appl. Math. 263 (2014)
Xinfeng Ruan, Wenli Zhu, Jin Hu, Jiexiang Huang
Optimal portfolio and consumption with habit formation in a jump diffusion market. Appl. Math. Comput. 222 (2013)
Jiexiang Huang, Wenli Zhu, Xinfeng Ruan
Fast Fourier Transform Based Power Option Pricing with Stochastic Interest Rate, Volatility, and Jump Intensity. J. Appl. Math. 2013 (2013)
Xinfeng Ruan, Wenli Zhu, Jiexiang Huang, Shuang Li
Continuous-Time Portfolio Selection and Option Pricing under Risk-Minimization Criterion in an Incomplete Market. J. Appl. Math. 2013 (2013)