| Publication | Date of Publication | Type |
|---|
A relaxation two-step parallel modulus method without auxiliary variable for solving large sparse vertical linear complementarity problems
Numerical Algorithms | 2025-01-10 | Paper |
A two-step modulus-based matrix splitting iteration method without auxiliary variables for solving vertical linear complementarity problems
Communications on Applied Mathematics and Computation | 2024-08-27 | Paper |
On the two-stage multisplitting iteration methods for linear complementarity problems
Applied Mathematics and Computation | 2024-07-11 | Paper |
CTITF: a tensor factorization model with constrained bidirectional user trust and implicit feedback for context-aware recommender systems
Information Sciences | 2024-06-26 | Paper |
General convergence results of the modulus-based methods for vertical nonlinear complementarity problems
Computational and Applied Mathematics | 2024-05-25 | Paper |
Modulus-based synchronous multisplitting iteration methods without auxiliary variable for solving vertical linear complementarity problems
Applied Mathematics and Computation | 2023-09-12 | Paper |
Modulus-based synchronous multisplitting iteration methods for large sparse vertical linear complementarity problems
Numerical Algorithms | 2023-05-11 | Paper |
A two-step parallel iteration method for large sparse horizontal linear complementarity problems
Applied Mathematics and Computation | 2022-11-16 | Paper |
A semi-analytic valuation of American options under a two-state regime-switching economy
Physica A | 2022-08-15 | Paper |
A case study on pricing foreign exchange options using the modified Craig-Sneyd ADI scheme
International Journal of Computer Mathematics | 2022-02-17 | Paper |
Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility
Communications in Nonlinear Science and Numerical Simulation | 2021-11-16 | Paper |
Optimal exercise of American puts with transaction costs under utility maximization
Applied Mathematics and Computation | 2021-11-16 | Paper |
Finite maturity American-style stock loans with regime-switching volatility
The ANZIAM Journal | 2021-10-26 | Paper |
On the MAOR method for a class of hydrodynamic lubrication problems
Applied Mathematics Letters | 2021-10-19 | Paper |
Utility-indifference pricing of European options with proportional transaction costs
Journal of Computational and Applied Mathematics | 2021-06-14 | Paper |
An integral equation approach for the valuation of American-style down-and-out calls with rebates
Computers & Mathematics with Applications | 2020-10-11 | Paper |
Semi-analytic valuation of stock loans with finite maturity
Communications in Nonlinear Science and Numerical Simulation | 2020-09-10 | Paper |
A numerical study of the utility-indifference approach for pricing American options
Computers & Mathematics with Applications | 2020-09-07 | Paper |
A note on the calculation of default probabilities in ``Structural credit risk modeling with Hawkes jump-diffusion processes
Journal of Computational and Applied Mathematics | 2020-08-28 | Paper |
Pricing weather derivatives with the market price of risk extracted from the utility indifference valuation
Computers & Mathematics with Applications | 2020-08-17 | Paper |
Robust portfolio optimization with multi-factor stochastic volatility
Journal of Optimization Theory and Applications | 2020-07-14 | Paper |
Pricing puttable convertible bonds with integral equation approaches
Computers & Mathematics with Applications | 2019-06-27 | Paper |
Pricing American-style Parisian down-and-out call options
Applied Mathematics and Computation | 2019-03-28 | Paper |
A new integral equation formulation for American put options
Quantitative Finance | 2018-11-14 | Paper |
Finite maturity margin call stock loans
Operations Research Letters | 2018-09-28 | Paper |
Pricing American-style Parisian up-and-out call options
European Journal of Applied Mathematics | 2018-07-13 | Paper |
| Least squares estimation for the Ornstein-Uhlenbeck processes driven by Rosenblatt process | 2017-10-20 | Paper |
Pricing perpetual timer option under the stochastic volatility model of Hull-White
The ANZIAM Journal | 2017-10-20 | Paper |
An analytical solution for Parisian up-and-in calls
The ANZIAM Journal | 2017-10-17 | Paper |
Cellinoid shape model for asteroids
Earth, Moon, and Planets | 2015-07-10 | Paper |
Pricing Parisian down-and-in options
Applied Mathematics Letters | 2015-05-15 | Paper |
A new exact solution for pricing European options in a two-state regime-switching economy
Computers & Mathematics with Applications | 2013-07-25 | Paper |
| scientific article; zbMATH DE number 6001954 (Why is no real title available?) | 2012-01-27 | Paper |
Dual boundary integral formulation for 2-D crack problems
Communications in Nonlinear Science and Numerical Simulation | 2011-09-23 | Paper |
| scientific article; zbMATH DE number 5896409 (Why is no real title available?) | 2011-05-18 | Paper |
Comparison of resistance for several displacement high performance vehicles
Journal of Hydrodynamics. Ser. B | 2011-03-10 | Paper |
| A refined block conjugate gradient method for symmetric eigenvalue problems | 2011-02-05 | Paper |
| A new secant-type method for univariate unconstrained optimization | 2010-11-05 | Paper |
A new subregion boundary element technique based on the domain decomposition method
Engineering Analysis with Boundary Elements | 2010-03-16 | Paper |
| A trust region method with new conic model for linearly constrained optimization | 2009-11-11 | Paper |
| On the F. Smarandache \(3n\)-digital sequence | 2009-08-10 | Paper |
| A complete classification of (12,4,1)-PMDs with a \(\beta_1\)-block | 2009-03-06 | Paper |
A quasi-Newton trust region method with a new conic model for the unconstrained optimization
Applied Mathematics and Computation | 2009-01-14 | Paper |
| scientific article; zbMATH DE number 5283327 (Why is no real title available?) | 2008-06-03 | Paper |
A subregion DRBEM formulation for the dynamic analysis of two-dimensional cracks
Mathematical and Computer Modelling | 2006-05-16 | Paper |
| A combination of LTDRM and ATPS in solving diffusion problems | 2002-03-10 | Paper |
A combination of LTDRM and ATPS in solving diffusion problems
Engineering Analysis with Boundary Elements | 2000-08-09 | Paper |
Wave resistance of wave-piercing catamarans
Journal of Hydrodynamics. Ser. B | 2000-01-01 | Paper |
