百晓学者学者目录

宫文秀

山东科技大学

精选作品

期刊论文

2026

An inverse problem for calibrating the volatility in time fractional jump-diffusion option pricing model

Wenxiu Gong, Yesen Sun, Lu Yang

Journal of Computational and Applied Mathematics

DOI

2025

American barrier option pricing with floating interest rate based on uncertain fractional differential equations

Miao Tian, Wenxiu Gong, Yesen Sun

Probability Uncertainty and Quantitative Risk

DOI

2024

An RBF Method for Time Fractional Jump-Diffusion Option Pricing Model under Temporal Graded Meshes

Wenxiu Gong, Zuoliang Xu, Yesen Sun

Axioms

DOI

2024

The option pricing problem based on the uncertain fractional volatility stock model

Wenxiu Gong, Miao Tian, Xiangfeng Yang, Yesen Sun

Soft Computing

DOI

2023

Numerical Method for American Option Pricing under the Time‐Fractional Black–Scholes Model

Yesen Sun, Wenxiu Gong, Hongliang Dai, Long Yuan

Mathematical Problems in Engineering

DOI

2022

Reconstruction of local volatility surface from American options

Wenxiu Gong, Zuoliang Xu

Journal of Inverse and Ill-Posed Problems

DOI

2021

基于二叉树与三叉树期权定价的交替树图方法

宫文秀，许作良

《系统科学与数学》

2020

基于GARCH模型的三叉树期权定价方法

宫文秀，许作良

《数学的实践与认识》

DOI

2016

复合期权的三叉树定价模型

宫文秀，高凌云

《统计与决策》，No. 18

下载原文

2016

复合期权的定价及应用研究

宫文秀

《暨南大学》

研究方向

反问题与金融计算金融数学与金融工程

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