| Publication | Date of Publication | Type |
|---|
Heterogeneous volatility information content for the realized GARCH modeling and forecasting volatility
Studies in Nonlinear Dynamics and Econometrics | 2026-03-24 | Paper |
The Edgeworth and Gram-Charlier densities
International Journal of Theoretical and Applied Finance | 2024-12-06 | Paper |
Further exploration into the valid regions of Gram-Charlier densities
Journal of Computational and Applied Mathematics | 2023-08-31 | Paper |
Dissecting skewness under affine jump-diffusions
Studies in Nonlinear Dynamics & Econometrics | 2023-04-17 | Paper |
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: a Gram-Charlier density approach
Review of Derivatives Research | 2022-11-16 | Paper |
Delayed impulsive control for lag synchronization of neural networks with time-varying delays and partial unmeasured states
Discrete Dynamics in Nature and Society | 2022-09-27 | Paper |
Stabilization of uncertain switched systems with frequent asynchronism via event-triggered dynamic output-feedback control
Discrete Dynamics in Nature and Society | 2022-05-09 | Paper |
The price of COVID-19-induced uncertainty in the options market
Economics Letters | 2022-04-14 | Paper |
Outer-synchronization of fractional-order neural networks with deviating argument via centralized and decentralized data-sampling approaches
Advances in Difference Equations | 2022-03-11 | Paper |
Adaptive control of Mittag-Leffler stabilization and synchronization for delayed fractional-order BAM neural networks
Advances in Difference Equations | 2022-03-04 | Paper |
The valid regions of Gram-Charlier densities with high-order cumulants
Journal of Computational and Applied Mathematics | 2022-02-16 | Paper |
Asset pricing in a pure exchange economy with heterogeneous investors
Mathematics and Financial Economics | 2021-05-03 | Paper |
Matrix measure approach for stability and synchronization of complex-valued neural networks with deviating argument
Mathematical Problems in Engineering | 2020-12-10 | Paper |
Input-to-state stabilization of a class of uncertain nonlinear systems via observer-based event-triggered impulsive control
Complexity | 2020-10-21 | Paper |
Stability analysis of a class of neural networks with state-dependent state delay
Discrete Dynamics in Nature and Society | 2020-06-03 | Paper |
Global robust exponential synchronization of multiple uncertain neural networks subject to event-triggered strategy
Complexity | 2019-12-18 | Paper |
Pricing VIX derivatives with free stochastic volatility model
Review of Derivatives Research | 2019-06-03 | Paper |
Option pricing with Weyl-Titchmarsh theory
Quantitative Finance | 2019-01-15 | Paper |
A new well-posed algorithm to recover implied local volatility
Quantitative Finance | 2019-01-14 | Paper |
Equilibrium variance risk premium in a cost-free production economy
Journal of Economic Dynamics and Control | 2018-11-15 | Paper |
Analysis and design of associative memories for memristive neural networks with deviating argument
Mathematical Problems in Engineering | 2018-11-05 | Paper |
Asymptotic stability and asymptotic synchronization of memristive regulatory-type networks
Advances in Mathematical Physics | 2018-10-23 | Paper |
Investor attention and market microstructure
Economics Letters | 2018-08-29 | Paper |
Multisynchronization for coupled multistable fractional-order neural networks via impulsive control
Complexity | 2017-10-26 | Paper |
Centralized data-sampling approach for global \(O \left(t^{- \alpha}\right)\) synchronization of fractional-order neural networks with time delays
Discrete Dynamics in Nature and Society | 2017-08-21 | Paper |
Centralized and decentralized data-sampling principles for outer-synchronization of fractional-order neural networks
Complexity | 2017-08-03 | Paper |
New analytical option pricing models with Weyl–Titchmarsh theory
Quantitative Finance | 2014-01-24 | Paper |
Options on the minimum or the maximum of two average prices
Review of Derivatives Research | 2013-10-30 | Paper |
The intersection between European put price and its payoff function
International Journal of Theoretical and Applied Finance | 2013-08-15 | Paper |
Equilibrium asset and option pricing under jump diffusion
Mathematical Finance | 2013-02-28 | Paper |
Analytical pricing of American options
Review of Derivatives Research | 2013-02-01 | Paper |
A remark on Lin and Chang's paper `consistent modeling of S\&P 500 and VIX derivatives'
Journal of Economic Dynamics and Control | 2012-05-18 | Paper |
A unified intrinsic functional expansion theory for solitary waves
Acta Mechanica Sinica | 2010-11-25 | Paper |
A lattice algorithm for pricing moving average barrier options
Journal of Economic Dynamics and Control | 2010-06-11 | Paper |
On Boussinesq models of constant depth
Physics of Fluids | 2010-04-22 | Paper |
Pricing and hedging american options analytically: a perturbation method
Mathematical Finance | 2010-03-12 | Paper |
The multi-soliton solutions of the CH-\(\gamma\) equation
Science in China. Series A | 2008-06-25 | Paper |
The implied volatility smirk
Quantitative Finance | 2008-05-22 | Paper |
Darboux transformations of classical Boussinesq system and its new solutions
Physics Letters. A | 2007-08-10 | Paper |
VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING
International Journal of Theoretical and Applied Finance | 2007-06-05 | Paper |
The multiple-soliton solution of the Camassa-Holm equation
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 2005-07-01 | Paper |
Lie symmetry analysis and some new exact solutions of the Wu–Zhang equation
Journal of Mathematical Physics | 2004-12-15 | Paper |
| scientific article; zbMATH DE number 2070431 (Why is no real title available?) | 2004-06-08 | Paper |
Bidirectional soliton solutions of the classical Boussinesq system and AKNS system.
Chaos, Solitons and Fractals | 2004-01-14 | Paper |
Darboux transformations of classical Boussinesq system and its multi-soliton solutions
Physics Letters. A | 2001-07-09 | Paper |
| scientific article; zbMATH DE number 1129829 (Why is no real title available?) | 1998-04-22 | Paper |
