Doctoral Degree in Science

With Certificate of Graduation for Doctorate Study

山东大学

Personal Information

Gender:Male
Date of Employment:2019-09

VIEW MORE
Home > Scientific Research > Paper Publications

On the realized joint Laplace transform of volatilities with application to test the volatility dependence

Release Time:2026-06-03 Hits:

Institution:中泰证券金融研究院
Journal:Quantitative Finance
First Author:Xinwei Feng
Correspondence Author:Yu Jiang
All the Authors:Zhi Liu,Zhe Meng
Document Code:63C45A9141C74ABC80F0C0264D70C8E1
Issue:25
Number of Words:18
Translation or Not:No
Date of Publication:2025-11

Prev One:Mean-field team in backward linear-quadratic control problems with model uncertainty

Next One:A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability

Copyright All Rights Reserved Shandong University Address: No. 27 Shanda South Road, Jinan City, Shandong Province, China: 250100
Information desk: (86) - 0531-88395114
On Duty Telephone: (86) - 0531-88364731 Construction and Maintenance: Information Work Office of Shandong University

Click:  | The Last Update Time:..  | Login | SDU