Zongfei Fu

Stochastic equations of non-negative processes with jumps

Zongfei Fu, Zenghu Li · Stochastic Processes and their Applications · 2009 · 222 citations

Engineering, Stochastic Processes, Stochastic Calculus +4

Lookback option pricing problem of uncertain exponential Ornstein–Uhlenbeck model

Yin Gao, Xiangfeng Yang, Zongfei Fu · Soft Computing · 2017 · 49 citations

Option Pricing, Engineering, Asset Pricing +6

Uncertain multivariable regression model

Yuanlong Song, Zongfei Fu · Soft Computing · 2018 · 42 citations

Engineering, Uncertainty Quantification, Systems Engineering +4

Triangular entropy of uncertain variables with application to portfolio selection

Yufu Ning, Hua Ke, Zongfei Fu · Soft Computing · 2014 · 41 citations

Mathematical Programming, Portfolio Optimization, Engineering +11

Option pricing formulas for uncertain financial market based on the exponential Ornstein–Uhlenbeck model

Lanruo Dai, Zongfei Fu, Zhiyong Huang · Journal of Intelligent Manufacturing · 2014 · 37 citations

Option Pricing, Black-scholes Model, Asset Pricing +8