Gongqiu Zhang

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This paper considers the optimal switching problem and the optimal multiple stopping problem for one-dimensional Markov processes in a finite horizon discrete time framework. We develop a dynamic programming procedure to solve these problems and provide easy-to-verify conditions to characterize connectedness of switching and exercise regions. When the(More)
Cathepsin D (CTSD), a major ubiquitously expressed aspartic protease, is not only involved in muscle protein degradation, but also related to some pathological processes. In this study, we characterized the full-length cDNA, genomic DNA sequence, expression profile and polymorphism of the porcine CTSD gene. The full-length cDNA of porcine CTSD gene and the(More)
This paper considers pricing European options in a large class of one-dimensional Markovian jump processes known as subordinate diffusions, which are obtained by time changing a diffusion process with an independent Lévy or additive random clock. These jump processes are nonLévy in general, and they can be viewed as natural generalization of many popular(More)
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