Youfa Sun

Available identifiers

Publication	Date of Publication	Type
A novel term-structure-based Heston model for implied volatility surface	2024-08-21	Paper
Mean-field formulation for mean-variance asset-liability management with cash flow under an uncertain exit time	2022-05-04	Paper
High-order compact finite difference scheme for pricing American options under the Bates model	2018-01-29	Paper
Stochastic volatility double-jump-diffusions model: the importance of distribution type of jump amplitude	2017-07-28	Paper
Efficient pricing and hedging under the double Heston stochastic volatility jump-diffusion model	2016-04-29	Paper
The improved fractional sub-equation method and its applications to the space-time fractional differential equations in fluid mechanics	2013-01-22	Paper
Decentralized adaptive tracking for a class of Itô stochastic nonlinear large-scale systems	2010-11-05	Paper
Decentralized output feedback control for stochastic large-scale systems with time-varying delays	2010-07-08	Paper

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