Chao Shi

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Person:2004230

Available identifiers

zbMath Open shi.chaoMaRDI QIDQ2004230

List of research outcomes

PublicationDate of PublicationType
Extremal Graphs for Vertex-Degree-Based Indices with Given Matching Number2024-04-18Paper
A note on maximum size of a graph without isolated vertices under the given matching number2023-10-11Paper
Two spectral extremal results for graphs with given order and rank2023-06-26Paper
Computable error bounds of multidimensional Euler inversion and their financial applications2022-12-12Paper
Asymptotic analysis of the mixed-exponential jump diffusion model and its financial applications2022-11-17Paper
Maximum size of a graph with given fractional matching number2022-10-06Paper
Tight toughness, isolated toughness and binding number bounds for the $\{K_2,C_n\}$-factors2022-04-08Paper
Logic-based distributed switching control for agents in power-chained form with multiple unknown control directions2022-01-31Paper
Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms2021-11-16Paper
Spatial information and performance evaluation in coprime array2020-10-14Paper
On non-empty cross-intersecting families2020-09-20Paper
On the \(\alpha \)-spectra of uniform hypergraphs and its associated graphs2020-09-07Paper
Rotating fermions inside a spherical boundary2020-05-31Paper
A numerical method to predict work-hardening caused by plastic deformation2020-02-11Paper
https://portal.mardi4nfdi.de/entity/Q52100862020-01-22Paper
Nonlinear gossip algorithms for wireless sensor networks2019-11-19Paper
Susceptibilities and critical exponents within the Nambu–Jona-Lasinio model2016-05-27Paper
A two-dimensional, two-sided Euler inversion algorithm with computable error bounds and its financial applications2015-04-23Paper
Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models2015-03-31Paper
https://portal.mardi4nfdi.de/entity/Q54001742014-02-28Paper
https://portal.mardi4nfdi.de/entity/Q49264752013-06-20Paper

Research outcomes over time


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