| Publication | Date of Publication | Type |
|---|
Pricing foreign equity options under a regime-switching model with liquidity risk and default risk
Communications in Statistics. Theory and Methods | 2025-07-25 | Paper |
Fuzzy clustering based on linguistic information: a case study on clustering destinations with tourists’ perceptions
International Transactions in Operational Research | 2023-11-17 | Paper |
Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate
Communications in Statistics: Theory and Methods | 2023-07-03 | Paper |
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods
Review of Derivatives Research | 2022-08-19 | Paper |
Closed-form analytical solutions for options on agricultural futures with seasonality and stochastic convenience yield
Chaos, Solitons and Fractals | 2022-04-01 | Paper |
Vertex-pancyclicity of the \((n,k)\)-bubble-sort networks
Theoretical Computer Science | 2021-06-23 | Paper |
| scientific article; zbMATH DE number 7339157 (Why is no real title available?) | 2021-04-26 | Paper |
| Data clustering. Theory, algorithms, and applications | 2021-02-22 | Paper |
A closed-form pricing formula for vulnerable European options under stochastic yield spreads and interest rates
Chaos, Solitons and Fractals | 2020-12-02 | Paper |
| Matching preclusion and strong matching preclusion of the bubble-sort star graphs | 2020-01-02 | Paper |
Valuing convertible bonds based on LSRQM method
Discrete Dynamics in Nature and Society | 2019-08-23 | Paper |
Pricing zero-coupon catastrophe bonds using EVT with doubly stochastic Poisson arrivals
Discrete Dynamics in Nature and Society | 2019-07-30 | Paper |
| A multi-source data driven decision model for automatic trading systems | 2019-02-22 | Paper |
Pricing vulnerable European options under Lévy process with stochastic volatility
Discrete Dynamics in Nature and Society | 2019-02-20 | Paper |
Studying term structure of SHIBOR with the two-factor Vasicek model
Abstract and Applied Analysis | 2019-02-14 | Paper |
Performance evaluation of portfolios with margin requirements
Mathematical Problems in Engineering | 2019-02-08 | Paper |
Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model
Mathematical Problems in Engineering | 2018-08-27 | Paper |
The maximum surplus before ruin for two classes of perturbed risk model
Applicable Analysis | 2018-05-02 | Paper |
Proximal iteratively reweighted algorithm for low-rank matrix recovery
Journal of Inequalities and Applications | 2018-01-15 | Paper |
| The dual risk model perturbed by diffusion with stochastic expense and a barrier strategy | 2017-10-20 | Paper |
Checking and adjusting order-consistency of linguistic pairwise comparison matrices for getting transitive preference relations
OR Spectrum | 2017-08-07 | Paper |
Linguistic multi-criteria decision-making with representing semantics by programming
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2017-04-18 | Paper |
Dividend moments for two classes of risk processes with phase-type interclaim times
Hacettepe Journal of Mathematics and Statistics | 2017-03-06 | Paper |
Fuzzy fixed point theorems in fuzzy metric spaces
Fuzzy Systems and Mathematics | 2016-03-15 | Paper |
The stability of a kind of generalized fuzzy bidirectional associative memory
Fuzzy Systems and Mathematics | 2016-03-15 | Paper |
| scientific article; zbMATH DE number 6542452 (Why is no real title available?) | 2016-02-18 | Paper |
A strong limit theorem for the average of ternary functions of Markov chains in bi-infinite random environments
Statistics & Probability Letters | 2015-06-11 | Paper |
Pricing options and convertible bonds based on an actuarial approach
Mathematical Problems in Engineering | 2014-11-24 | Paper |
American option pricing under GARCH diffusion model: an empirical study
Journal of Systems Science and Complexity | 2014-09-15 | Paper |
Pricing catastrophe risk bonds: a mixed approximation method
Insurance Mathematics & Economics | 2014-04-03 | Paper |
| Measure, probability, and mathematical finance. A problem-oriented approach | 2014-02-26 | Paper |
Further study of production possibility set and performance evaluation model in supply chain DEA
Annals of Operations Research | 2013-09-03 | Paper |
A generalized fuzzy DEA/AR performance assessment model
Mathematical and Computer Modelling | 2013-01-27 | Paper |
Study of the Duffing-Holms model of financial chaos and its controlling methods
Journal of Hunan University. Natural Sciences | 2012-10-05 | Paper |
Finite element approximations of an optimal control problem with integral state constraint
SIAM Journal on Numerical Analysis | 2011-04-11 | Paper |
| Accident sequence analysis based on Bayesian networks | 2011-02-05 | Paper |
| scientific article; zbMATH DE number 5811455 (Why is no real title available?) | 2010-11-05 | Paper |
Periodic solutions for a delayed neural network model on a special time scale
Applied Mathematics Letters | 2010-05-05 | Paper |
The effect of constant and mixed impulsive vaccination on SIS epidemic models incorporating media coverage
Rocky Mountain Journal of Mathematics | 2009-04-07 | Paper |
OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS
International Journal of Theoretical and Applied Finance | 2008-09-03 | Paper |
| Data Clustering: Theory, Algorithms, and Applications | 2007-08-20 | Paper |
| scientific article; zbMATH DE number 2195347 (Why is no real title available?) | 2005-08-17 | Paper |
Explicit expressions for the valuation and hedging of the arithmetic Asian option
Journal of Systems Science and Complexity | 2004-06-18 | Paper |
| scientific article; zbMATH DE number 850983 (Why is no real title available?) | 1996-06-24 | Paper |
| scientific article; zbMATH DE number 810406 (Why is no real title available?) | 1996-01-08 | Paper |
| scientific article; zbMATH DE number 169384 (Why is no real title available?) | 1993-05-16 | Paper |
| scientific article; zbMATH DE number 124022 (Why is no real title available?) | 1993-02-18 | Paper |
