| Publication | Date of Publication | Type |
|---|
Synchronization for a class of proportional Caputo fractional-order neural networks
Journal of Applied Mathematics and Computational Mechanics | 2026-07-08 | Paper |
Kolmogorov bounds for maximum likelihood drift estimation for discretely sampled SPDEs
Advances in Continuous and Discrete Models | 2026-06-10 | Paper |
A new ADI framework for oil option pricing with cubic B-spline and Gauss-Hermite integration
Journal of Computational and Applied Mathematics | 2026-06-03 | Paper |
A novel option pricing framework using Pell-Lucas collocation method under the stochastic local volatility model
Journal of Computational and Applied Mathematics | 2025-09-23 | Paper |
Kolmogorov bounds for drift parameter estimation of continuously-observed SPDEs
Results in Applied Mathematics | 2025-03-28 | Paper |
An efficient algorithm to solve the geometric Asian power option price PDE under the stochastic volatility model
Numerical Algorithms | 2025-01-10 | Paper |
A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis
Numerical Algorithms | 2025-01-10 | Paper |
Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with w sources of risk in fuzzy environment
Journal of Computational and Applied Mathematics | 2024-08-22 | Paper |
Valuation of forward contract price in energy markets described by a fuzzy-stochastic model and mathematical algorithms: a case study of the PJM western hub real-time peak market
Computational and Applied Mathematics | 2024-06-27 | Paper |
Parameter Estimation for the Complex Fractional Ornstein-Uhlenbeck Processes with Hurst parameter H \in (0, 1/2)
(available as arXiv preprint) | 2024-01-01 | Paper |
Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency
Journal of Inequalities and Applications | 2023-12-14 | Paper |
| New Kolmogorov bounds in the CLT for random ratios and applications | 2023-12-03 | Paper |
New Kolmogorov bounds in the CLT for random ratios and applications
(available as arXiv preprint) | 2023-01-01 | Paper |
Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes
Acta Mathematica Scientia. Series B. (English Edition) | 2022-07-01 | Paper |
Efficient and superefficient estimators of filtered Poisson process intensities
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
Statistical inference for nonergodic weighted fractional Vasicek models
Modern Stochastics. Theory and Applications | 2021-12-27 | Paper |
| Berry-Esseen bounds for drift parameter estimation of discretely observed fractional Vasicek-type process | 2020-08-12 | Paper |
Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case
Stochastics and Dynamics | 2020-04-01 | Paper |
Berry--Esseen Bounds and ASCLTs for Drift Parameter Estimator of Mixed Fractional Ornstein--Uhlenbeck Process with Discrete Observations
Theory of Probability & Its Applications | 2019-10-25 | Paper |
The approximation of eigencurves by sampling
Sampling Theory in Signal and Image Processing | 2016-09-02 | Paper |
| Isometric elastic deformations | 2016-01-27 | Paper |
Buy-low and sell-high investment strategies
Mathematical Finance | 2013-09-04 | Paper |
