Hongbiao Zhao

Statistics

Publications

Citations

513

H-Index

Active since

2011

Affiliations

London School of Economics and Political Science(Current)

Shanghai University of Finance and Economics

Dalian Maritime University

Xiamen University

Hongbiao Zhao is an author at London School of Economics and Political Science specializing in stochastic processes, engineering, and financial economics.

ORCID

Publications per year

2011–2024

Publications

A dynamic contagion process

Angelos Dassios, Hongbiao Zhao · Advances in Applied Probability · 2011 · 161 citations · Full text

Engineering, Economics, Mathematics +16

Exact simulation of Hawkes process with exponentially decaying intensity

Angelos Dassios, Hongbiao Zhao · Electronic Communications in Probability · 2013 · 143 citations · Full text

Engineering, Finance, Insurance Analytics +16

Efficient Simulation of Clustering Jumps with CIR Intensity

Angelos Dassios, Hongbiao Zhao · Operations Research · 2017 · 38 citations · Full text

Business, Finance, Financial Economics +14

A dynamic contagion process

Angelos Dassios, Hongbiao Zhao · Advances in Applied Probability · 2011 · 28 citations

Engineering, Economics, Mathematics +16

A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK

Angelos Dassios, Hongbiao Zhao · International Journal of Theoretical and Applied Finance · 2017 · 25 citations

Business, Economics, Finance +17

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