| Publication | Date of Publication | Type |
|---|
An efficient pricing algorithm for American options with double stochastic volatilities and double jumps
Journal of Algorithms & Computational Technology | 2024-06-07 | Paper |
Symplectic totally isotropic subspace inclusion graph
Linear and Multilinear Algebra | 2023-11-08 | Paper |
| Applied Research Methods in Urban and Regional Planning | 2023-08-22 | Paper |
An analytical approximation method for pricing barrier options under the double Heston model
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
Asymptotic expansion method for pricing and hedging American options with two-factor stochastic volatilities and stochastic interest rate
International Journal of Computer Mathematics | 2022-02-17 | Paper |
Option pricing under double Heston model with approximative fractional stochastic volatility
Mathematical Problems in Engineering | 2022-01-21 | Paper |
Optimal combinatorial batch code: monotonicity, lower and upper bounds
SCIENTIA SINICA Mathematica | 2021-12-17 | Paper |
An asymptotic expansion method for geometric Asian options pricing under the double Heston model
Chaos, Solitons and Fractals | 2020-12-01 | Paper |
| Option pricing under mixed exponential jump diffusion model based on the FST method | 2020-08-12 | Paper |
| scientific article; zbMATH DE number 7109308 (Why is no real title available?) | 2019-09-20 | Paper |
Erasure combinatorial batch codes based on nonadaptive group testing
Designs, Codes and Cryptography | 2019-06-06 | Paper |
Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps
International Journal of Computer Mathematics | 2018-07-18 | Paper |
Fourier-cosine method for pricing forward starting options with stochastic volatility and jumps
Communications in Statistics: Theory and Methods | 2017-12-15 | Paper |
Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps
Journal of Computational and Applied Mathematics | 2017-06-23 | Paper |
| Combinatorial batch codes based on RTD(q-2, q) | 2017-05-17 | Paper |
| The locus of points with equal sum of relative distances to three points | 2017-01-06 | Paper |
Fast Fourier transform option pricing with stochastic interest rate, stochastic volatility and double jumps
Applied Mathematics and Computation | 2014-12-30 | Paper |
A fast numerical approach to option pricing with stochastic interest rate, stochastic volatility and double jumps
Communications in Nonlinear Science and Numerical Simulation | 2013-10-31 | Paper |
A fast Fourier transform technique for pricing European options with stochastic volatility and jump risk
Mathematical Problems in Engineering | 2013-06-11 | Paper |
A note on edge-choosability of planar graphs without intersecting 4-cycles
Journal of Applied Mathematics and Computing | 2011-06-22 | Paper |
| Application of the principle of fuzzy closeness optimization in multi-objective tolerance designs | 2011-02-05 | Paper |
| On list (2,1)-labeling of some planar graphs. | 2010-06-15 | Paper |
| The List L (p,q)-labelings of planar graphs with high maximum degree | 2009-11-11 | Paper |
| scientific article; zbMATH DE number 5584779 (Why is no real title available?) | 2009-07-22 | Paper |
Estimating suppressed data in regional economic databases: A goal-programming approach
European Journal of Operational Research | 2009-04-08 | Paper |
| The construction of edge covered critical graphs | 2008-08-06 | Paper |
| L(p,q)-labelling of planar graphs with high maximum degree | 2008-04-04 | Paper |
| Asymptotically optimal and admissible empirical Bayes estimation of normal parameter | 2008-01-14 | Paper |
Labelling of some planar graphs with a condition at distance two
Journal of Applied Mathematics and Computing | 2007-10-22 | Paper |
