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Disambiguation of "Zhang, Hongzhong"

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Small-Time Asymptotics under Local-Stochastic Volatility with a Jump-to-Default: Curvature and the Heat Kernel Expansion.

, , , and . SIAM J. Financial Math., 8 (1): 82-113 (2017)

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Hongzhong Wu

Zhang Zhang

Meng Zhang

Methods and implementations of road-network matching. TU München, (2009)

Yan Zhang

Xianghong Zhang

 

Other publications of authors with the same name

A multi-direction image fusion based approach for classification of multi-focal nematode image stacks., , and . ICIP, page 3835-3839. IEEE, (2017)A Theory of Collateral Requirements for Central Counterparties., , and . Manag. Sci., 68 (9): 6993-7017 (2022)Opinion Expression Dynamics in Social Media Chat Groups: An Integrated Quasi-Experimental and Agent-Based Model Approach., and . Complex., (2021)Game of Singular Stochastic Control and Strategic Exit., and . Math. Oper. Res., 40 (4): 869-887 (2015)On the Frequency of Drawdowns for Brownian Motion Processes., , and . J. Appl. Probab., 52 (1): 191-208 (2015)Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Lévy Models., , and . SIAM J. Control. Optim., 53 (4): 2373-2405 (2015)Online Algorithms for Classification of Urban Objects in 3D Point Clouds., , , and . 3DIMPVT, page 332-339. IEEE Computer Society, (2012)IMM filter based local graph matching for plant cell lineage estimation., , , , and . ICIP, page 2030-2034. IEEE, (2017)Small-Time Asymptotics for Basket Options - the Bivariate SABR Model and the Hyperbolic Heat Kernel on ℍ3., and . SIAM J. Financial Math., 7 (1): 448-476 (2016)Asymptotics for Rough Stochastic Volatility Models., and . SIAM J. Financial Math., 8 (1): 114-145 (2017)