| Publication | Date of Publication | Type |
|---|
| Impact of colored cross-correlated noises on stochastic resonance and mean extinction rate for a metapopulation system with a multiplicative periodic signal | 2024-03-19 | Paper |
| Impact of time delay and a multiplicative periodic signal on stochastic resonance and steady states shift for a stochastic insect outbreak system subjected to Gaussian noises | 2024-03-19 | Paper |
| Colored Gaussian noises induced stochastic resonance and stability transition for an insect growth system driven by a multiplicative periodic signal | 2024-03-12 | Paper |
| Delay induced steady-state transition and stochastic resonance for an ecological vegetation growth system subjected to multiplicative and additive noises | 2024-03-12 | Paper |
| Stochastic resonance for a forest growth system subjected to non-Gaussian noises and a multiplicative periodic signal | 2024-03-07 | Paper |
| Mean extinction time and stability for a metapopulation system subjected to correlated Gaussian and non-Gaussian noises | 2024-02-23 | Paper |
| Asymptotic behavior and calibration of short-time option prices under the normal tempered stable model | 2022-08-01 | Paper |
| Pricing and hedging options in normal tempered stable process with 4/2 stochastic volatility | 2022-03-21 | Paper |
| Stochastic dynamical characteristics for a time-delayed insect outbreak model driven by correlated multiplicative and additive noises | 2020-08-11 | Paper |
| Pricing VIX options with stochastic skew and asymmetric jumps | 2020-03-25 | Paper |
| Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks | 2020-03-23 | Paper |
| Efficient pricing of European options on two underlying assets by frame duality | 2020-03-09 | Paper |
| Probability density and stochastic stability for the coupled Van der Pol oscillator system | 2019-09-10 | Paper |
| Time delay and cross-correlated Gaussian noises-induced stochastic stability and regime shift between steady states for an insect outbreak system | 2019-07-01 | Paper |
| Pricing VIX derivatives with free stochastic volatility model | 2019-06-03 | Paper |
| Hedging default risks of CDO tranches in non-homogeneous Markovian contagion models | 2019-03-21 | Paper |
| Pricing VIX options in a stochastic vol‐of‐vol model | 2019-02-08 | Paper |
| Pricing VIX options in a 3/2 plus jumps model | 2018-10-29 | Paper |
| A Bayesian Approach for Adaptively Modulated Signals Recognition in Next-Generation Communications | 2018-08-22 | Paper |
| When \(q\) theory meets large losses risks and agency conflicts | 2018-07-18 | Paper |
| Impact of colored cross-correlated non-Gaussian and Gaussian noises on stochastic resonance and stochastic stability for a metapopulation system driven by a multiplicative signal | 2018-05-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4642892 | 2018-05-25 | Paper |
| Double time-delays induced stochastic dynamical characteristics for a metapopulation system subjected to the associated noises and a multiplicative periodic signal | 2018-02-01 | Paper |
| Moment Lyapunov exponent for three-dimensional system under real noise excitation | 2017-12-15 | Paper |
| Impact of two types of time delays and cross-correlated multiplicative and additive noises on stability and stochastic resonance for a metapopulation system | 2017-10-18 | Paper |
| Stochastic stability and state shifts for a time-delayed cancer growth system subjected to correlated multiplicative and additive noises | 2017-10-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5282518 | 2017-07-14 | Paper |
| Consistent pricing of VIX and equity derivatives with the \(4/2\) stochastic volatility plus jumps model | 2016-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2824180 | 2016-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2992095 | 2016-08-10 | Paper |
| Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect | 2016-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3461504 | 2016-01-15 | Paper |
| FX options pricing in logarithmic mean-reversion jump-diffusion model with stochastic volatility | 2016-01-04 | Paper |
| Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model | 2015-03-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2924695 | 2014-11-03 | Paper |
| Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility | 2014-10-31 | Paper |
| Fast Greeks by simulation: the block adjoint method with memory reduction | 2014-08-19 | Paper |
| The forward-path method for pricing multi-asset American-style options under general diffusion processes | 2014-07-17 | Paper |
| A European option pricing model in a stochastic and fuzzy environment | 2014-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4980873 | 2014-06-30 | Paper |
| The maximal Lyapunov exponent of a co-dimension two-bifurcation system excited by a bounded noise | 2014-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5399569 | 2014-02-28 | Paper |
| Pricing permanent convertible bonds in EVG model | 2013-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4900475 | 2013-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4900871 | 2013-01-24 | Paper |
| Pricing VXX option with default risk and positive volatility skew | 2012-12-29 | Paper |
| Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem | 2012-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2886917 | 2012-06-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3109493 | 2012-01-27 | Paper |
| Moment Lyapunov Exponent for a Three Dimensional Stochastic System | 2011-08-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3016958 | 2011-07-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3016965 | 2011-07-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3071827 | 2011-02-05 | Paper |
| Foreign currency option pricing with proportional transaction costs | 2011-01-29 | Paper |
| Weighted estimates for strongly singular integral operators with rough kernels | 2010-11-23 | Paper |
| On reset option pricing in binomial market with both fixed and proportional transaction costs | 2010-09-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3572541 | 2010-07-08 | Paper |
| Pricing model of interest rate swap with a bilateral default risk | 2010-04-21 | Paper |
| Empirical analysis on risk of security investment | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3402937 | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3402938 | 2010-02-12 | Paper |
| New multi-pattern matching algorithm | 2009-11-06 | Paper |
| An authenticated group key distribution scheme for wireless sensor networks | 2009-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3614382 | 2009-03-06 | Paper |
| On barrier option pricing in binomial market with transaction costs | 2007-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3444524 | 2007-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3428178 | 2007-03-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3414604 | 2007-01-10 | Paper |
| A generalization of exotic options pricing formulae | 2006-10-09 | Paper |
| Protection of mobile location privacy by using blind signature | 2006-10-09 | Paper |
| Pricing American interest rate option on zero-coupon bond numerically | 2006-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3373209 | 2006-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3373620 | 2006-03-13 | Paper |
| Advances in Neural Networks – ISNN 2005 | 2005-11-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4779632 | 2002-11-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4778345 | 2002-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4486065 | 2002-09-03 | Paper |
| The \(p\)-harmonic heat flow with potential into homogeneous spaces | 2002-08-06 | Paper |
| Application of the \(G\) class of functions in the parabolic class | 2002-01-13 | Paper |
| Portfolio optimization model with transaction costs. | 2002-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4761379 | 2001-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2704332 | 2001-10-21 | Paper |
| A generalization of rearrangement and matrix product inequalities | 2001-08-14 | Paper |
| The \(G\) class of functions and its applications | 2001-07-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4952891 | 2001-06-13 | Paper |
| Ishikawa iteration process with errors for nonexpansive mappings in uniformly convex Banach spaces | 2000-10-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3837089 | 2000-01-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4224506 | 1999-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4240696 | 1999-04-29 | Paper |
| The first boundary value problem for quasilinear Elliptic-Parabolic equations with double degenerate | 1997-05-26 | Paper |
| The elliptic variational inequalities with double degenerate and general growth conditions | 1996-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4326113 | 1995-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4037809 | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4019865 | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3984055 | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3781455 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3736161 | 1985-01-01 | Paper |
| Approximating fixed points of nonexpansive mappings | 0001-01-03 | Paper |
