6 citations · 7 across the 3 of their papers we have counts for
3 papers
q-fin.PR2022
Approximate Pricing of Derivatives Under Fractional Stochastic Volatility Model
Yuecai Han, Xudong Zheng
We investigate the problem of pricing derivatives under a fractional stochastic volatility model. We obtain an approximate expression of the derivative price where the stochastic v…
math.AG2017★ 6 cited
The Hilbert schemes of points on surfaces with rational double point singularities
Xudong Zheng
We prove that the Hilbert scheme of points on a normal quasi-projective surface with at worst rational double point singularities is irreducible.
math.AG2015★ 1 cited
Counterexamples of Kodaira vanishing for smooth surfaces of general type in positive characteristic
Xudong Zheng
We generalize the construction of Raynaud of smooth projective surfaces of general type in positive characteristic that violate the Kodaira vanishing theorem. This corrects an earl…