Wen-Yuan Li

Available identifiers

Publication	Date of Publication	Type
Lagrangian cobordism functor in microlocal sheaf theory I	2023-09-15	Paper
Hybrid explicit-implicit learning for multiscale problems with time dependent source	2023-04-20	Paper
Laplace bounds approximation for American options	2022-11-22	Paper
Nonlocal transport equations in multiscale media. Modeling, dememorization, and discretizations	2022-11-18	Paper
Partially explicit time discretization for nonlinear time fractional diffusion equations	2022-06-13	Paper
Demand for non-life insurance under habit formation	2021-11-19	Paper
Least-squares Monte-Carlo methods for optimal stopping investment under CEV models	2020-12-07	Paper
Integrated fault detection and fault tolerant control for switched systems with asynchronous switching	2020-10-12	Paper
Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model	2019-09-18	Paper
Optimal investment strategies for general utilities under dynamic elasticity of variance models	2018-11-14	Paper
Valuation of American strangles through an optimized lower-upper bound approach	2018-08-10	Paper
Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization	2017-12-06	Paper
On the crack face boundary conditions in electromechanical fracture and an experimental protocol for determining energy release rates	2008-06-17	Paper
https://portal.mardi4nfdi.de/entity/Q4866640	1996-02-25	Paper

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