Xinfeng Ruan

According to our database, Xinfeng Ruan authored at least 7 papers between 2013 and 2019.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2019

A note on "A closed-form pricing formula for European options under the Heston model with stochastic interest rate".

Xinfeng Ruan, Wenjun Zhang

J. Comput. Appl. Math., 2019

2014

Option pricing using the fast Fourier transform under the double exponential jump model with stochastic volatility and stochastic intensity.

Jiexiang Huang, Wenli Zhu, Xinfeng Ruan

J. Comput. Appl. Math., 2014

Exponential Stability of Stochastic Differential Equation with Mixed Delay.

Wenli Zhu, Jiexiang Huang, Xinfeng Ruan, Zhao Zhao

J. Appl. Math., 2014

Errata corrige optimal portfolio and consumption with habit formation in a jump diffusion market.

Xinfeng Ruan, Wenli Zhu, Jin Hu, Jiexiang Huang

Appl. Math. Comput., 2014

2013

Continuous-Time Portfolio Selection and Option Pricing under Risk-Minimization Criterion in an Incomplete Market.

Xinfeng Ruan, Wenli Zhu, Jiexiang Huang, Shuang Li

J. Appl. Math., 2013

Fast Fourier Transform Based Power Option Pricing with Stochastic Interest Rate, Volatility, and Jump Intensity.

Jiexiang Huang, Wenli Zhu, Xinfeng Ruan

J. Appl. Math., 2013

Optimal portfolio and consumption with habit formation in a jump diffusion market.

Xinfeng Ruan, Wenli Zhu, Jin Hu, Jiexiang Huang

Appl. Math. Comput., 2013