| Publication | Date of Publication | Type |
|---|
Reconstruction of local volatility surface from American options
Journal of Inverse and Ill-posed Problems | 2023-02-07 | Paper |
| Identification of the steady-state permeability for two-dimensional anisotropic media | 2022-09-22 | Paper |
Uniqueness problem and growth property for Fourier transform of functions in the upper half-space
Applicable Analysis | 2022-03-07 | Paper |
An alternative tree method for calibration of the local volatility
Journal of Industrial and Management Optimization | 2022-02-16 | Paper |
The Riemann boundary value problem related to the time-harmonic Maxwell equations
Journal of Inequalities and Applications | 2022-01-26 | Paper |
Entropy binomial tree method and calibration for the volatility smile
Inverse Problems in Science and Engineering | 2021-06-03 | Paper |
Energy stable linear schemes for mass-conserved gradient flows with Peng-Robinson equation of state
East Asian Journal on Applied Mathematics | 2021-04-26 | Paper |
Shale Microstructure Prediction with Nonsmooth Sparse Regularizing X-Ray CT Imaging
Numerical Functional Analysis and Optimization | 2021-02-15 | Paper |
| scientific article; zbMATH DE number 7267415 (Why is no real title available?) | 2020-10-27 | Paper |
| scientific article; zbMATH DE number 7155558 (Why is no real title available?) | 2020-01-22 | Paper |
Non-recombining trinomial tree pricing model and calibration for the volatility smile
Journal of Inverse and Ill-posed Problems | 2019-08-06 | Paper |
| Recover implied volatility in short-term interest rate model | 2019-02-22 | Paper |
The calibration of volatility for option pricing models with jump diffusion processes
Applicable Analysis | 2019-02-18 | Paper |
An actuarial approach to reload option valuation for a non-tradable risk assets under jump-diffusion process and stochastic interest rate
Acta Mathematicae Applicatae Sinica. English Series | 2018-09-18 | Paper |
| Monte Carlo simulation pricing for algorithm average Asian option under the stochastic volatility model | 2016-08-10 | Paper |
Calibrating the model parameters in pricing using the trust region method
Journal of Inverse and Ill-posed Problems | 2016-02-09 | Paper |
| Some properties of a class of singular integral operators in Clifford analysis | 2015-06-29 | Paper |
The mixed boundary value problem for the inhomogeneous Cimmino system
Boundary Value Problems | 2015-03-18 | Paper |
Recovery of the local volatility function using regularization and a gradient projection method
Journal of Industrial and Management Optimization | 2015-02-03 | Paper |
| Calibration of the local volatility surface | 2014-06-30 | Paper |
| Some properties of a kind of singular integral operator for K-monogenic function in Clifford analysis | 2014-05-19 | Paper |
| An inverse boundary value problem involving filtration for elliptic systems of equations | 2014-05-19 | Paper |
| The fixed point and Mann iteration of a modified isotonic operator | 2014-02-28 | Paper |
Two kinds of finite difference schemes of pricing for American put options
Mathematics in Practice and Theory | 2013-11-19 | Paper |
A regularized algorithm for calibrating implied volatility of jump diffusion models
Chinese Journal of Engineering Mathematics | 2013-11-19 | Paper |
The oblique derivative problem for nonlinear elliptic equations of second order in unbounded domains
Mathematical Sciences | 2013-08-05 | Paper |
Iterative regularization methods for reconstruction of band-limited signal
Journal of Lanzhou University of Technology | 2012-10-05 | Paper |
| The Tricomi problem for second order equations of mixed type | 2012-02-29 | Paper |
| scientific article; zbMATH DE number 5908063 (Why is no real title available?) | 2011-06-15 | Paper |
| An inverse problem of calibrating volatility in jump-diffusion option pricing models | 2011-06-15 | Paper |
| Approximate methods for an inverse boundary value problem for elliptic complex equations | 2011-06-15 | Paper |
The inverse problem for linear elliptic systems of first order with Riemann–Hilbert-type map in multiply connected domains
Complex Variables and Elliptic Equations | 2009-09-18 | Paper |
The inverse problem for elliptic equations from Dirichlet to Neumann map in multiply connected domains
Boundary Value Problems | 2009-07-06 | Paper |
Variation-difference method for solving boundary value problems for linear elliptic complex equations
Progress in Natural Science | 2009-03-03 | Paper |
Discontinuous irregular oblique derivative problems for nonlinear elliptic equations of second order
Zeitschrift für Analysis und ihre Anwendungen | 2008-08-13 | Paper |
Mixed elastico-plasticity problems with partially unknown boundaries
Acta Mathematicae Applicatae Sinica. English Series | 2008-03-31 | Paper |
The irregular oblique derivative problem for nonlinear elliptic equations of second order
Complex Variables and Elliptic Equations | 2007-03-08 | Paper |
The Cauchy problem for general quasilinear hyperbolic equations with degenerate rank 0
Complex Variables and Elliptic Equations | 2007-02-14 | Paper |
| The initial-oblique derivative problem for nonlinear parabolic systems of second order equations | 2007-01-02 | Paper |
Initial-oblique derivative problems for nonlinear parabolic systems with measurable coefficients
Acta Mathematica Scientia. Series B. (English Edition) | 2003-09-24 | Paper |
Oblique derivative problems for nonlinear elliptic systems with measurable coefficients
Communications in Nonlinear Science and Numerical Simulation | 2003-02-19 | Paper |
An inverse boundary value problem for cavity flows in gas dynamics
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2002-08-25 | Paper |
| On a free boundary problem arising in nonlinear planar filtration | 2001-11-18 | Paper |
| scientific article; zbMATH DE number 1529374 (Why is no real title available?) | 2001-10-07 | Paper |
| scientific article; zbMATH DE number 1564082 (Why is no real title available?) | 2001-02-12 | Paper |
| scientific article; zbMATH DE number 1116675 (Why is no real title available?) | 1998-03-24 | Paper |
| scientific article; zbMATH DE number 500983 (Why is no real title available?) | 1995-11-12 | Paper |
| scientific article; zbMATH DE number 446559 (Why is no real title available?) | 1994-05-16 | Paper |
| scientific article; zbMATH DE number 431633 (Why is no real title available?) | 1993-12-15 | Paper |
