Prof. ZHANG Qiang (張強)

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Research Output

  1. 2020
  2. Published

    Numerical Solutions to Optimal Portfolio Selection and Consumption Strategies under Stochastic Volatility

    Ge, L. & Zhang, Q., 1 Sept 2020, In: Complexity. 2020, 16 p., 9548060.

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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  3. Published

    Universality and scaling laws among fingers at Rayleigh–Taylor and Richtmyer–Meshkov unstable interfaces in different dimensions

    Guo, W. & Zhang, Q., Feb 2020, In: Physica D: Nonlinear Phenomena. 403, 132304.

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 12
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  4. 2018
  5. Published

    Quantitative Theory for the Growth Rate and Amplitude of the Compressible Richtmyer-Meshkov Instability at all Density Ratios

    Zhang, Q., Deng, S. & Guo, W., 26 Oct 2018, In: Physical Review Letters. 121, 17, 174502.

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 31
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  6. 2016
  7. Published

    Comportement dynamique d'un flux granulaire rapide convergent

    Guo, W., Zhang, Q. & Wylie, J. J., 1 Aug 2016, In: Comptes Rendus Mathematique. 354, 8, p. 864-868

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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  8. Published

    Optimal strategies for asset allocation and consumption under stochastic volatility

    Zhang, Q. & Ge, L., Aug 2016, In: Applied Mathematics Letters. 58, p. 69-73

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 8
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  9. Published

    Intermittency in dilute granular flows

    Guo, W., Zhang, Q. & Wylie, J. J., 1 Jul 2016, In: EPL. 115, 1, 14003.

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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  10. Published

    Universality of finger growth in two-dimensional Rayleigh-Taylor and Richtmyer-Meshkov instabilities with all density ratios

    Zhang, Q. & Guo, W., 10 Jan 2016, In: Journal of Fluid Mechanics. 786, p. 47-61

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 80
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  11. 2014
  12. Published

    Formation of singularities in one-dimensional Chaplygin gas

    Kong, D., Wei, C. & Zhang, Q., 2014, In: Journal of Hyperbolic Differential Equations. 11, 3, p. 521-561

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 14
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  13. 2013
  14. Published

    Option pricing in incomplete markets

    Zhang, Q. & Han, J., Oct 2013, In: Applied Mathematics Letters. 26, 10, p. 975-978

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 3
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  15. Published

    Portfolio management with stochastic volatility

    HAN, J., ZHAI, Y. & ZHANG, Q., 9 Jul 2013, p. 1318-1326.

    Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review

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  16. Published

    Option price with stochastic volatility for both fast and slow mean-reverting regimes

    Zhang, Q., Han, J. & Gao, M., May 2013, In: Comptes Rendus Mathematique. 351, 9-10, p. 411-414

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 2
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  17. Published

    Option prices under stochastic volatility

    Han, J., Gao, M., Zhang, Q. & Li, Y., Jan 2013, In: Applied Mathematics Letters. 26, 1, p. 1-4

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 5
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  18. 2012
  19. Published

    A functional transformation approach to interest rate modelling

    LUO, S., YAN, J. A. & ZHANG, Q., Oct 2012, Stochastic processes, finance and control: a festschrift in honor of Robert J. Elliott. Cohen, S. N., Madan, D., Siu, T. K. & Yang, H. (eds.). Singapore;London: World Scientific, p. 303-316 (Advances in statistics, probablity and actuarial science; vol. 1).

    Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 12 - Chapter in an edited book (Author)

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  20. Published

    Periodic orbits of inelastic particles on a ring

    Wylie, J. J., Yang, R. & Zhang, Q., Aug 2012, In: Physical Review E - Statistical, Nonlinear, and Soft Matter Physics. 86, 2, 26601.

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 5
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  21. 2011
  22. Published

    A numerical study of air-vapor-heat transport through textile materials with a moving interface

    Zhang, Q. & Sun, W., 1 Oct 2011, In: Journal of Computational and Applied Mathematics. 236, 5, p. 819-833

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 7
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  23. Published

    Critical role of friction for a single particle falling through a funnel

    Zhang, Q., Fang, Y. & Wylie, J. J., May 2011, In: Physical Review E - Statistical, Nonlinear, and Soft Matter Physics. 83, 5, 51303.

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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  24. 2010
  25. Published

    Deflection of a dilute stream of particles

    Deng, Y. H., Wylie, J. J. & Zhang, Q., Jul 2010, In: Physical Review E - Statistical, Nonlinear, and Soft Matter Physics. 82, 1, 11307.

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 1
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  26. Published

    Can expected shortfall and Value-at-Risk be used to statically hedge options?

    Wylie, J. J., Zhang, Q. & Kuen Siu, T., Jun 2010, In: Quantitative Finance. 10, 6, p. 575-583

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 5
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  27. Published

    Theoretical analysis of a high-mach-number dilute inelastic gas impinging on a surface

    Deng, Y. H., Wylie, J. J. & Zhang, Q., Mar 2010, In: Acta Mathematica Scientia. 30, 2, p. 633-644

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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  28. Published

    Theoretical analysis for the deflection of granular jets

    Deng, Y. H., Wylie, J. J. & Zhang, Q., Jan 2010, In: Comptes Rendus Mathematique. 348, 1-2, p. 111-114

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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