Ke Zhou

From MaRDI portal
Person:383964

Available identifiers

zbMath Open zhou.keMaRDI QIDQ383964

List of research outcomes

PublicationDate of PublicationType
Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time2023-06-20Paper
Pricing vulnerable options with stochastic volatility2022-06-20Paper
Some properties of two classes of stochastic processes with asymptotic perturbation2022-03-21Paper
https://portal.mardi4nfdi.de/entity/Q49841872021-04-26Paper
https://portal.mardi4nfdi.de/entity/Q33061912020-08-12Paper
Stochastic machine scheduling to minimize waiting time related objectives with emergency jobs2019-08-23Paper
Dynamic mean–VaR portfolio selection in continuous time2018-11-19Paper
Coherent RAKE receiver for CPM-based direct sequence spread spectrum2018-10-12Paper
Long time behavior for stochastic Burgers equations with jump noises2018-07-27Paper
https://portal.mardi4nfdi.de/entity/Q45747932018-07-18Paper
Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time2017-05-24Paper
A note on the passage time of finite-state Markov chains2017-04-27Paper
Scaling limit of local time of Sinai's random walk2015-11-06Paper
https://portal.mardi4nfdi.de/entity/Q31942682015-10-28Paper
Hitting time distribution for skip-free Markov chains: a simple proof2013-12-06Paper
Tail asymptotic of the stationary distribution for the state dependent (1,R)-reflecting random walk: near critical2013-02-13Paper
Learning Social Infectivity in Sparse Low-rank Networks Using Multi-dimensional Hawkes Processes2013-01-01Paper
https://portal.mardi4nfdi.de/entity/Q28867552012-06-01Paper
https://portal.mardi4nfdi.de/entity/Q36097552009-03-06Paper
Data self‐create in data storage system2004-03-25Paper
On the upper and lower covariances under multiple probabilities0001-01-03Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Ke Zhou