User profiles for Qianru Shang

Dr. Qianru Shang

Lecturer, Technological University Dublin
Verified email at tudublin.ie
Cited by 5

American option pricing: Optimal Lattice models and multidimensional efficiency tests

Q Shang, B Byrne - Journal of Futures Markets, 2021 - Wiley Online Library
We introduce a set of lattice techniques to the Leisen‐Reimer and Tian binomial models
with a view to accelerating computation time and improving accuracy of American Option …

American option pricing: an accelerated lattice model with intelligent lattice search

Q Shang, B Byrne - 2019 - arrow.tudublin.ie
The authors introduce to the literature an intelligent lattice search algorithm to efficiently
locate the optimal exercise boundary for American options. Lattice models can be accelerated …

Valuation of American Options and Employee Stock Options

QJ Shang - 2020 - arrow.tudublin.ie
Options play an important role in the financial world and are actively traded with huge trading
volume. Most of the options traded on exchanges are American options. Spanning over a …

Accounting for Employee Stock Options: Accelerating Convergence

B Byrne, Q Shang, Y Zhang - Available at SSRN 3098879, 2018 - papers.ssrn.com
Hull and White (2004) have developed a lattice pricing model that makes explicit reference
to parameters that are not available in Black Scholes (1973) yet are important for the …

Application Analysis on Force Multiplication Drawing Device

…, ZT Cui, H Lou, YZ Liu, QR Shang - Applied Mechanics and …, 2014 - Trans Tech Publ
In the field of mechanical installation and repairing, drawing devices are often used to
disassemble or push up components of various types of axie and set. Nowadays it is widely used …

based upconversion fluorescence aptasensor for the quantitative detection of immunoglobulin E in human serum

M He, N Shang, Q Zhu, J Xu - Analytica Chimica Acta, 2021 - Elsevier
Immunoglobulin E (IgE), a biomarker of allergic diseases, plays a critical role in allergic
mechanism. Because of its low abundance in serum, the demand of developing sensitive, …

[HTML][HTML] The V protein in oncolytic Newcastle disease virus promotes HepG2 hepatoma cell proliferation at the single-cell level

Z Chu, S Yang, Q Li, J Shang, Z Ren, F Ren - BMC cancer, 2023 - Springer
Background Newcastle disease virus (NDV) is an oncolytic virus that can inhibit cancer cell
proliferation and kill cancer cells. The NDV nonstructural V protein can regulate viral …

MaskMe: Using Masks to Design Collaborative Games for Helping Children with Autism Make Eye Contact

X Xie, J Cao, J Yao, L Shang, Q Liu, J Lin… - … Proceedings of the 2020 …, 2020 - dl.acm.org
Eye contact disorder is one of the typical characteristics of children with Autism Spectrum
Disorder (ASD), and this issue is directly related to the deficiencies in social interaction. In this …

Study on Classification of Ceramic Incense Burner Forms in Song Dynasty

M Lu - World Scientific Research Journal, 2022 - airitilibrary.com
The Song Dynasty was a literary prosperous, ideologically active and elegant dynasty in
Chinese history. With the vigorous development of the porcelain industry in the Song Dynasty, …

An examination of the research theory of pre-Qin interstate political philosophy

Y Qianru - Ancient Chinese thought, modern Chinese power, 2011 - degruyter.com
… that Shang Yang advocated in Qin was a result of a realistic … hereditary succession of the
Xia, Shang, and Zhou dynasties. … messages, we find that whether Shang Yang (who was later …