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1

Option pricing of fractional version of the Black–Scholes model with Hurst exponent H being in (13,12)

Xiao-Tian Wang, Wei-Yuan Qiu, Fu-Yao Ren

Journal:

Chaos, Solitons & Fractals

Year:

2001

Language:

english

File:

PDF, 136 KB

english, 2001

2

Experimental Demonstration of High-Rate Measurement-Device-Independent Quantum Key Distribution over Asymmetric Channels

Liu, Hui, Wang, Wenyuan, Wei, Kejin, Fang, Xiao-Tian, Li, Li, Liu, Nai-Le, Liang, Hao, Zhang, Si-Jie, Zhang, Weijun, Li, Hao, You, Lixing, Wang, Zhen, Lo, Hoi-Kwong, Chen, Teng-Yun, Xu, Feihu, Pan, Ji

Journal:

Physical Review Letters

Year:

2019

Language:

english

File:

PDF, 838 KB

english, 2019

3

Magnesium and vitamin C supplementation attenuates steroid-associated osteonecrosis in a rat model

Zheng, Li-Zhen, Wang, Jia-Li, Xu, Jian-Kun, Zhang, Xiao-Tian, Liu, Bao-Yi, Huang, Le, Zhang, Ri, Zu, Hai-Yue, He, Xuan, Mi, Jie, Pang, Qian-Qian, Wang, Xin-Luan, Ruan, Ye-Chun, Zhao, De-Wei, Qin, Ling

Journal:

Year:

2020

Language:

english

File:

PDF, 91.49 MB

english, 2020

4

Scaling and long-range dependence in option pricing II: Pricing European option with transaction costs under the mixed Brownian–fractional Brownian model

Xiao-Tian Wang, En-Hui Zhu, Ming-Ming Tang, Hai-Gang Yan

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2010

Language:

english

File:

PDF, 438 KB

english, 2010

5

Scaling and long-range dependence in option pricing I: Pricing European option with transaction costs under the fractional Black–Scholes model

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2010

Language:

english

File:

PDF, 440 KB

english, 2010

6

Introduction: Bounded Rationality of Economic Man: New Frontiers in Evolutionary Psychology and Bioeconomics

Xiao-tian (xt) Wang

Journal:

Journal of Bioeconomics

Year:

2001

Language:

english

File:

PDF, 58 KB

english, 2001

7

Scaling and long range dependence in option pricing, IV: Pricing European options with transaction costs under the multifractional Black–Scholes model

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2010

Language:

english

File:

PDF, 511 KB

english, 2010

8

Protective effects of selenium on oxidative damage and oxidative stress related gene expression in rat liver under chronic poisoning of arsenic

Xu, Zhao, Wang, Zhou, Li, Jian-jun, Chen, Chen, Zhang, Ping-chuan, Dong, Lu, Chen, Jing-hong, Chen, Qun, Zhang, Xiao-tian, Wang, Zhi-lun

Journal:

Food and Chemical Toxicology

Year:

2013

Language:

english

File:

PDF, 1.09 MB

english, 2013

9

Seroprevalence and risk factors of Toxoplasma gondii infection in domestic raccoon dogs in four provinces in northern China

Wang, Xin, Qin, Si-Yuan, Liu, Zheng-Liang, Zhang, Xiao-Tian, Cui, Dong-Yang, Li, Jing-Hao, Liu, Yan, Zhao, Quan, Ni, Hong-Bo

Journal:

Microbial Pathogenesis

Year:

2019

Language:

english

File:

PDF, 231 KB

english, 2019

10

Precise Coefficient Estimates for Close-to-Convex Harmonic Univalent Mappings

Xiao-Tian Wang, Xiang-Qian Liang, Yu-Lin Zhang

Journal:

Journal of Mathematical Analysis and Applications

Year:

2001

Language:

english

File:

PDF, 89 KB

english, 2001

11

Fractional-moment CAPM with loss aversion

Yahao Wu, Xiao-Tian Wang, Min Wu

Journal:

Chaos, Solitons & Fractals

Year:

2009

Language:

english

File:

PDF, 264 KB

english, 2009

12

Stability characteristics of ring-stiffened cylindrical shells under different longitudinal and transverse external pressures

Xiao-Tian Wang, Wen Yao, Chao Liang, Nan Ji

Journal:

Journal of Marine Science and Application

Year:

2007

Language:

english

File:

PDF, 679 KB

english, 2007

13

Scaling and long-range dependence in option pricing III: A fractional version of the Merton model with transaction costs

Xiao-Tian Wang, Hai-Gang Yan, Ming-Ming Tang, En-Hui Zhu

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2010

Language:

english

File:

PDF, 481 KB

english, 2010

14

Synthesis of tetrazole containing 1,2,3-thiadiazole derivatives via U-4CR and their anti-TMV activity

Wang, Shou-Xin, Fang, Zhen, Fan, Zhi-Jin, Wang, Dun, Li, Yue-Dong, Ji, Xiao-Tian, Hua, Xue-Wen, Huang, Yun, Kalinina, Tatiana A., Bakulev, Vasiliy A., Morzherin, Yury Yu.

Journal:

Chinese Chemical Letters

Year:

2013

Language:

english

File:

PDF, 269 KB

english, 2013

15

Normal Variants and Diseases of the Peroneal Tendons and Superior Peroneal Retinaculum: MR Imaging Features1

Wang, Xiao-Tian, Rosenberg, Zehava Sadka, Mechlin, Michael B., Schweitzer, Mark E.

Journal:

Year:

2005

Language:

english

File:

PDF, 3.41 MB

english, 2005

16

Sense and sensibility of ownership: Type of ownership experience and valuation of goods

(Xiao-Tian) Wang, X.T., Ong, Lay See, Tan, Jolene H.

Journal:

Journal of Behavioral and Experimental Economics

Year:

2015

Language:

english

File:

PDF, 640 KB

english, 2015

17

Evolutions of volatile sulfur compounds of Cabernet Sauvignon wines during aging in different oak barrels

Ye, Dong-Qing, Zheng, Xiao-Tian, Xu, Xiao-Qing, Wang, Yun-He, Duan, Chang-Qing, Liu, Yan-Lin

Journal:

Year:

2016

Language:

english

File:

PDF, 3.19 MB

english, 2016

18

Risk preference, option pricing and portfolio hedging with proportional transaction costs

Wang, Xiao-Tian, Li, Zhe, Zhuang, Le

Journal:

Chaos, Solitons & Fractals

Year:

2017

Language:

english

File:

PDF, 2.48 MB

english, 2017

19

Dietary Fat Consumption and Non-Hodgkin's Lymphoma Risk: A Meta-analysis

Han, Tian-Jie, Li, Jun-Shan, Luan, Xiao-Tian, Wang, Ling, Xu, Hong-Zhi

Journal:

Nutrition and Cancer

Year:

2017

Language:

english

File:

PDF, 782 KB

english, 2017

20

Not all risks are created equal: A twin study and meta-analyses of risk taking across seven domains.

Wang, X. T. (Xiao-Tian), Zheng, Rui, Xuan, Yan-Hua, Chen, Jie, Li, Shu

Journal:

Journal of Experimental Psychology: General

Year:

2016

Language:

english

File:

PDF, 344 KB

english, 2016

21

Electron Acceleration and Diffusion in the Gyrophase Space by Low-Frequency Electromagnetic Waves

Huang, Hua, Gao, Xiao-Tian, Wang, Xiao-Gang, Wang, Zhi-Bin

Journal:

IEEE Transactions on Plasma Science

Year:

2018

Language:

english

File:

PDF, 1.48 MB

english, 2018

22

Qizhi Jiangtang Jiaonang Improves Insulin Signaling and Reduces Inflammatory Cytokine Secretion and Reactive Oxygen Species Formation in Insulin Resistant HepG2 Cells

Zhang, Xiao-Tian, Yu, Chun-Jiang, Liu, Jian-Wei, Zhang, Yan-Ping, Zhang, Chao, Song, Chen-Xue, Xie, Jing-Shu, Sai, Jing-Ying, Zheng, Jing-Tong, Wang, Fang

Journal:

Evidence-based Complementary and Alternative Medicine

Year:

2015

Language:

english

File:

PDF, 1.98 MB

english, 2015

23

The Chinese Society of Clinical Oncology (CSCO): clinical guidelines for the diagnosis and treatment of gastric cancer

Wang, Feng-Hua, Shen, Lin, Li, Jin, Zhou, Zhi-Wei, Liang, Han, Zhang, Xiao-Tian, Tang, Lei, Xin, Yan, Jin, Jing, Zhang, Yu-Jing, Yuan, Xiang-Lin, Liu, Tian-Shu, Li, Guo-Xin, Wu, Qi, Xu, Hui-Mian, Ji,

Journal:

Cancer Communications

Year:

2019

Language:

english

File:

PDF, 1.21 MB

english, 2019

24

Lie Symmetry Analysis of the Time Fractional Generalized KdV Equations with Variable Coefficients

Chen, Cheng, Jiang, Yao-Lin, Wang, Xiao-Tian

Journal:

Year:

2019

Language:

english

File:

PDF, 278 KB

english, 2019

25

Influence of abrasive hardness on erosion wear of abrasive air jets; ç£¨æç¡¬åº¦å¯¹ç£¨ææ°ä½å°æµå²èç£¨æçå½±å;

Liu, Yong, Chen, Chang-jiang, Wei, Jian-ping, Liu, Xiao-tian, Wang, Xiang-dong

Journal:

Journal of Central South University

Year:

2020

File:

PDF, 4.04 MB

2020

26

Simultaneous quantification of oxysophocarpine and its active metabolite sophocarpine in rat plasma by liquid chromatography/mass spectrometry for a pharmacokinetic study

Su-Jun Wang, Min Yang, Xiao-Tian Li, Guang-Ji Wang

Journal:

Biomedical Chromatography

Year:

2007

Language:

english

File:

PDF, 180 KB

english, 2007

27

ChemInform Abstract: The Total Synthesis of Chrysotricine.

Jing-Xin Zhang, Guang-Xing Wang, Ping Xie, Shu-Feng Chen, Xiao-Tian Liang

Journal:

Year:

2000

File:

PDF, 28 KB

2000

28

A Mild and Efficient Approach for the Deprotection of Silyl Ethers by Sodium Periodate.

Mijuan Wang, Chun Li, Dali Yin, Xiao-Tian Liang

Journal:

Year:

2003

File:

PDF, 128 KB

2003

29

GluR6-containing KA receptor mediates the activation of p38 MAP kinase in rat hippocampal CA1 region during brain ischemia injury

Juan Chen, Chong Li, Dong-Sheng Pei, Dong Han, Xiao-Mei Liu, Hai-Xia Jiang, Xiao-Tian Wang, Qiu-Hua Guan, Xiang-Ru Wen, Xiao-Yu Hou, Guang-Yi Zhang

Journal:

Year:

2009

Language:

english

File:

PDF, 1.14 MB

english, 2009

30

Intussusception anastomosis of the esophagus: A new method of anastomosis after resection of esophageal or cardiac carcinoma

Dr. Hui-Xian Zhi, Jin-Shan Ma, Shou-Yi Wang, Jing-Feng Cao, Xiao-Cun Han, Fu-You Zhou, Xiao-Tian Shi, Ping Mei

Journal:

Journal of Surgical Oncology

Year:

1989

Language:

english

File:

PDF, 283 KB

english, 1989

31

On some generalization of fractional Brownian motions

Xiao-Tian Wang, Xiang-Qian Liang, Fu-Yao Ren, Shi-Ying Zhang

Journal:

Chaos, Solitons & Fractals

Year:

2006

Language:

english

File:

PDF, 181 KB

english, 2006

32

Nonhomogeneous fractional Poisson processes

Xiao-Tian Wang, Shi-Ying Zhang, Shen Fan

Journal:

Chaos, Solitons & Fractals

Year:

2007

Language:

english

File:

PDF, 129 KB

english, 2007

33

Whitening filter and innovational representation of fractional Brownian motion

Xiao-Tian Wang, Min Wu

Journal:

Chaos, Solitons & Fractals

Year:

2009

Language:

english

File:

PDF, 156 KB

english, 2009

34

Fractional-moment Capital Asset Pricing model

Hui Li, Min Wu, Xiao-Tian Wang

Journal:

Chaos, Solitons & Fractals

Year:

2009

Language:

english

File:

PDF, 231 KB

english, 2009

35

Scaling and long-range dependence in option pricing V: Multiscaling hedging and implied volatility smiles under the fractional Black–Scholes model with transaction costs

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2011

Language:

english

File:

PDF, 269 KB

english, 2011

36

On harmonic typically real mappings

Xiao-Tian Wang, Xiang-Qian Liang, Yu-Lin Zhang

Journal:

Journal of Mathematical Analysis and Applications

Year:

2003

Language:

english

File:

PDF, 170 KB

english, 2003

37

The total synthesis of chrysotricine

Jing-Xin Zhang, Guang-Xing Wang, Ping Xie, Shu-Feng Chen, Xiao-Tian Liang

Journal:

Tetrahedron Letters

Year:

2000

Language:

english

File:

PDF, 101 KB

english, 2000

38

A mild and efficient approach for the deprotection of silyl ethers by sodium periodate

Mijuan Wang, Chun Li, Dali Yin, Xiao-Tian Liang

Journal:

Tetrahedron Letters

Year:

2002

Language:

english

File:

PDF, 154 KB

english, 2002

39

An anomalous diffusion model in an external force fields on fractals

Fu-Yao Ren, Jin-Rong Liang, Wei-Yuan Qiu, Xiao-Tian Wang, Y. Xu, R.R. Nigmatullin

Journal:

Physics Letters A

Year:

2003

Language:

english

File:

PDF, 130 KB

english, 2003

40

The determination of the diffusion kernel on fractals and fractional diffusion equation for transport phenomena in random media

Fu-yao Ren, Jin-rong Liang, Xiao-Tian Wang

Journal:

Physics Letters A

Year:

1999

Language:

english

File:

PDF, 538 KB

english, 1999

41

A proof for French's empirical formula on option pricing

Fu-Yao Ren, Xiao-Tian Wang, Jin-Rong Liang

Journal:

Chaos, Solitons & Fractals

Year:

2001

Language:

english

File:

PDF, 139 KB

english, 2001

42

Whitening filter and innovations representation of self-similar process

Xiao-Tian Wang, Fu-Yao Ren, Wei-Yuan Qiu

Journal:

Chaos, Solitons & Fractals

Year:

2002

Language:

english

File:

PDF, 130 KB

english, 2002

43

A fractional version of the Merton model

Xiao-Tian Wang, Fu-Yao Ren, Xiang-Qian Liang

Journal:

Chaos, Solitons & Fractals

Year:

2003

Language:

english

File:

PDF, 129 KB

english, 2003

44

Integrals and derivatives on net fractals

Fu-Yao Ren, Jin-Rong Liang, Xiao-Tian Wang, Wei-Yuan Qiu

Journal:

Chaos, Solitons & Fractals

Year:

2003

Language:

english

File:

PDF, 140 KB

english, 2003

45

Poisson fractional processes

Xiao-Tian Wang, Zhi-Xiong Wen

Journal:

Chaos, Solitons & Fractals

Year:

2003

Language:

english

File:

PDF, 122 KB

english, 2003

46

Detection of quantitative trait loci affecting haematological traits in swine via genome scanning

Yuan-Fang Gong, Xin Lu, Zhi-Peng Wang, Fang Hu, Yan-Ru Luo, Shao-Qian Cai, Chun-Mei Qi, Shan Li, Xiao-Yan Niu, Xiao-Tian Qiu, Jian Zeng, Qin Zhang

Journal:

Year:

2010

Language:

english

File:

PDF, 1.03 MB

english, 2010

47

3D-QSAR and Docking Studies of Quinazoline Derivatives with the Inhibitory Activity Toward NF-κB

Li Qian, Yong Shen, Jin-Can Chen, Ya-Xue Wang, Xiao-Tian Wu, Tao-Ju Chen, Kang-Cheng Zheng

Journal:

Molecular Informatics

Year:

2008

Language:

english

File:

PDF, 770 KB

english, 2008

48

The effect of frame torsion on the local stability of a ring-stiffened cylindrical shell

Xiao-tian Wang, Zai-bai Qin, Ling-zhi Gao, Xue-xian Liang

Journal:

Journal of Marine Science and Application

Year:

2004

Language:

english

File:

PDF, 478 KB

english, 2004

49

Numerical simulations of compressible mixing layers with a discontinuous Galerkin method

Xiao-Tian Shi, Jun Chen, Wei-Tao Bi, Chi-Wang Shu, Zhen-Su She

Journal:

Acta Mechanica Sinica

Year:

2011

Language:

english

File:

PDF, 1005 KB

english, 2011

50

Novel Broadband Reflectarray Antenna with Two-Type Elements for Millimeter-Wave Application

Xiao-Tian Wang, Qian-Zhong Xue, Pu-Kun Liu

Journal:

Journal of Infrared, Millimeter and Terahertz Waves

Year:

2010

Language:

english

File:

PDF, 319 KB

english, 2010