| Publication | Date of Publication | Type |
|---|
N-Fold compound option pricing with technical risk under fractional jump-diffusion model
Optimization | 2023-03-17 | Paper |
scientific article; zbMATH DE number 7580018 (Why is no real title available?)
| 2022-09-01 | Paper |
The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model
Journal of Inequalities and Applications | 2021-12-15 | Paper |
Pricing of power exchange option with jumps under the double risk of exchange and default
Mathematical Problems in Engineering | 2021-05-07 | Paper |
Partnerships of bidders with constant relative risk aversions
Mathematical Problems in Engineering | 2021-05-07 | Paper |
Shifts, rotations and distributional chaos
Advances in Difference Equations | 2020-10-02 | Paper |
Pricing of margin call stock loan based on the FMLS
Mathematical Problems in Engineering | 2020-07-13 | Paper |
Valuation of swing options under a regime-switching mean-reverting model
Mathematical Problems in Engineering | 2020-02-20 | Paper |
Efficient option pricing in crisis based on dynamic elasticity of variance model
Discrete Dynamics in Nature and Society | 2019-07-30 | Paper |
Stock loan valuation based on the finite moment log-stable process
Computers & Mathematics with Applications | 2019-03-25 | Paper |
Pricing of two kinds of power options under fractional Brownian motion, stochastic rate, and jump-diffusion models
Abstract and Applied Analysis | 2019-02-14 | Paper |
American option pricing under financial crisis
Applied Stochastic Models in Business and Industry | 2019-02-08 | Paper |
Performance analysis of a discrete-time \(Geo/G/1\) queue with randomized vacations and at most \(J\) vacations
Applied Mathematical Modelling | 2018-10-08 | Paper |
Connecting orbits for Newtonian-like \(N\)-body problems
Journal of Inequalities and Applications | 2016-04-01 | Paper |
The recursive solution of queue length for \(\mathrm{Geo}/G/1\) queue with \(N\)-policy
Journal of Systems Science and Complexity | 2015-01-27 | Paper |
Pricing variance swaps with stochastic volatility under jump-diffusion
Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms | 2014-08-15 | Paper |
Decomposition of the departure process for a discrete-time \(\mathrm{Geo}^{\lambda_1,\lambda_2}/\mathrm{G}/1(\mathrm{ES},\mathrm{MV})\) queue
| 2014-06-30 | Paper |
Performance analysis of a discrete-time \(GEO/G/1\) queue with multiple adaptive vacations and variable input rate
| 2013-05-28 | Paper |
Recursive solution of queue length distribution for queue with single server vacation and variable input rate
Computers & Mathematics with Applications | 2011-09-18 | Paper |
On a moving mesh method for solving partial integro-differential equations
Journal of Computational Mathematics | 2010-11-05 | Paper |
Numerical simulation of blowup in nonlocal reaction-diffusion equations using a moving mesh method
Journal of Computational and Applied Mathematics | 2009-06-25 | Paper |
scientific article; zbMATH DE number 2243608 (Why is no real title available?)
| 2006-01-05 | Paper |
High accuracy hybrid formula for \(y= f(x,y)\)
Acta Mathematicae Applicatae Sinica. English Series | 2000-02-03 | Paper |
Explicit two-step high-accuracy hybrid methods with minimal phase-lag for \(y^{\prime\prime}= f(x,y)\) and their application to the one-dimensional Schrödinger equation
Journal of Computational and Applied Mathematics | 2000-02-01 | Paper |
scientific article; zbMATH DE number 1513160 (Why is no real title available?)
| 2000-01-01 | Paper |
scientific article; zbMATH DE number 1131681 (Why is no real title available?)
| 1998-05-12 | Paper |
scientific article; zbMATH DE number 1092133 (Why is no real title available?)
| 1998-02-19 | Paper |
scientific article; zbMATH DE number 883154 (Why is no real title available?)
| 1996-11-11 | Paper |
scientific article; zbMATH DE number 779146 (Why is no real title available?)
| 1996-02-18 | Paper |
scientific article; zbMATH DE number 740454 (Why is no real title available?)
| 1995-09-27 | Paper |
scientific article; zbMATH DE number 727773 (Why is no real title available?)
| 1995-08-15 | Paper |
