| Publication | Date of Publication | Type |
|---|
The M-estimation for multiplicative regression models with a diverging number of covariates
Chinese Journal of Applied Probability and Statistics | 2024-08-12 | Paper |
Should an online manufacturer partner with a competing or noncompeting retailer for physical showrooms?
International Transactions in Operational Research | 2023-11-23 | Paper |
Optimal investment problem under behavioral setting: a Lagrange duality perspective
Journal of Economic Dynamics and Control | 2023-11-15 | Paper |
Robust signal recovery via \(\ell_{1-2}/ \ell_p\) minimization with partially known support
Journal of Inverse and Ill-posed Problems | 2023-02-07 | Paper |
Nonconcave penalized M-estimation for the least absolute relative errors model
Communications in Statistics: Theory and Methods | 2023-02-03 | Paper |
Penalized relative error estimation of functional multiplicative regression models with locally sparse properties
Journal of the Korean Statistical Society | 2022-10-06 | Paper |
Recovery analysis for block \(\ell_p-\ell_1\) minimization with prior support information
International Journal of Wavelets, Multiresolution and Information Processing | 2022-09-01 | Paper |
Dynamic investigations in a Stackelberg model with differentiated products and bounded rationality
Journal of Computational and Applied Mathematics | 2022-07-05 | Paper |
Web renewal counting processes and their applications in insurance
Journal of Inequalities and Applications | 2021-12-15 | Paper |
Robust signal recovery for \(\ell_{1-2}\) minimization via prior support information
Inverse Problems | 2021-11-23 | Paper |
Information sharing in an e-tailing supply chain for fresh produce with freshness-keeping effort and value-added service
European Journal of Operational Research | 2021-06-03 | Paper |
| Sybil attack detection scheme based on AOA in heterogeneous wireless sensor networks | 2021-01-14 | Paper |
| The finite-time ruin probability in a dependent random premium rates risk model | 2020-10-27 | Paper |
Large deviations for sums of claims in a general renewal risk model with the regression dependent structure
Statistics & Probability Letters | 2020-09-01 | Paper |
| Verifiable secure data deduplication method in cloud storage | 2020-08-12 | Paper |
| The optimal thresholds of pairs trading with a stop-loss condition | 2020-08-12 | Paper |
Several properties of a nonstandard renewal counting process and their applications
Journal of Systems Science and Complexity | 2020-05-13 | Paper |
The 3D nonstationary creep constitutive model of sandstone based on fractional order
Mathematical Problems in Engineering | 2020-02-20 | Paper |
After-sale service deployment and information sharing in a supply chain under demand uncertainty
European Journal of Operational Research | 2019-07-05 | Paper |
| An arbitrage strategy model for ferrous metal futures based on LSTM neural network | 2019-06-21 | Paper |
Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints
Applied Mathematics and Computation | 2019-03-28 | Paper |
| Portfolio with consumption and terminal gains under loss aversion | 2017-10-20 | Paper |
Optimal portfolio and consumption models under loss aversion in infinite time horizon
Probability in the Engineering and Informational Sciences | 2017-09-19 | Paper |
Pricing credit derivatives under fractional stochastic interest rate models with jumps
Journal of Systems Science and Complexity | 2017-08-21 | Paper |
| The asymptotic formula of the perpetual American barrier option under stochastic volatility | 2017-07-14 | Paper |
Moderate deviations for a fractional stochastic heat equation with spatially correlated noise
Stochastics and Dynamics | 2017-06-20 | Paper |
A moderate deviation principle for stochastic Volterra equation
Statistics & Probability Letters | 2017-01-16 | Paper |
| Pricing derivatives under a Markov skeleton process | 2016-08-10 | Paper |
Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon
ESAIM: Control, Optimisation and Calculus of Variations | 2016-08-03 | Paper |
A solvable singular control problem driven by a jump diffusion process with applications
Stochastic Models | 2016-05-04 | Paper |
Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process
Journal of Systems Science and Complexity | 2016-03-10 | Paper |
Moderate deviations and central limit theorem for positive diffusions
Journal of Inequalities and Applications | 2016-03-09 | Paper |
| Valuing convertible bonds under a Markov skeleton process | 2016-01-15 | Paper |
| Large deviations for stochastic differential delay equations with L\'evy noises | 2015-11-14 | Paper |
Moderate deviations for a stochastic heat equation with spatially correlated noise
Acta Applicandae Mathematicae | 2015-10-06 | Paper |
Dynamic asset allocation with loss aversion in a jump-diffusion model
Acta Mathematicae Applicatae Sinica. English Series | 2015-07-22 | Paper |
| An optimal investment and consumption model with stochastic interest rate on a finite time horizon | 2015-06-29 | Paper |
Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment
Journal of Systems Science and Complexity | 2015-04-27 | Paper |
Several topological indices of random binary trees
Journal of University of Science and Technology of China | 2014-11-03 | Paper |
Dynamic valuation of options on non-traded assets and trading strategies
Journal of Systems Science and Complexity | 2014-09-15 | Paper |
Pricing convertible bonds and change of probability measure
Journal of Systems Science and Complexity | 2014-09-15 | Paper |
Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion
Abstract and Applied Analysis | 2014-06-23 | Paper |
Pricing barrier options under stochastic volatility framework
Journal of Systems Science and Complexity | 2014-03-18 | Paper |
Precise large deviations of aggregate claims in a risk model with regression-type size-dependence
Statistics & Probability Letters | 2014-02-19 | Paper |
Survival probability in a risk model under heavy-tailed claims
Acta Mathematicae Applicatae Sinica | 2013-11-19 | Paper |
Solutions to BSDEs driven by both standard and fractional Brownian motions
Acta Mathematicae Applicatae Sinica. English Series | 2013-07-03 | Paper |
| Classification of the prime ideals of polynomial rings over PIMD | 2013-06-20 | Paper |
| Ruin probability in a risk model under unexpected random heavy-tailed claims | 2013-01-24 | Paper |
| Existence of two positive periodic solutions for Nicholson's blowflies functional differential equations. | 2013-01-24 | Paper |
| Continuous-time portfolio selection with loss aversion in an incomplete market | 2013-01-24 | Paper |
Ruin probability for dependent risk model with variable interest rates
Applied Mathematical Sciences (Ruse) | 2012-08-28 | Paper |
Maximizing the probability of a perfect hedge in the case of stochastic interest rate
American Journal of Mathematical and Management Sciences | 2011-12-19 | Paper |
Thrust generation and wake structure of wiggling hydrofoil
Applied Mathematics and Mechanics. (English Edition) | 2010-11-23 | Paper |
An improved known vicinity algorithm based on geometry test for particle localization in arbitrary grid
Journal of Computational Physics | 2009-11-16 | Paper |
| scientific article; zbMATH DE number 5584710 (Why is no real title available?) | 2009-07-22 | Paper |
| scientific article; zbMATH DE number 5504856 (Why is no real title available?) | 2009-02-09 | Paper |
Prices of Asian options under stochastic interest rates
Applied Mathematics. Series B (English Edition) | 2006-10-04 | Paper |
Advances in Neural Networks – ISNN 2005
Lecture Notes in Computer Science | 2005-11-23 | Paper |
Advances in Neural Networks – ISNN 2005
Lecture Notes in Computer Science | 2005-11-23 | Paper |
On pricing model of the reset option with \(N\) predetermined levels
Journal of Systems Science and Complexity | 2005-11-01 | Paper |
| scientific article; zbMATH DE number 2117161 (Why is no real title available?) | 2004-11-19 | Paper |
| scientific article; zbMATH DE number 1935517 (Why is no real title available?) | 2003-06-25 | Paper |
| scientific article; zbMATH DE number 1911488 (Why is no real title available?) | 2003-05-15 | Paper |
| scientific article; zbMATH DE number 1536266 (Why is no real title available?) | 2000-11-28 | Paper |
| scientific article; zbMATH DE number 1536472 (Why is no real title available?) | 2000-11-28 | Paper |
Generalized BSDEs and nonlinear Neumann boundary value problems
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1999-03-21 | Paper |
| scientific article; zbMATH DE number 1145361 (Why is no real title available?) | 1998-08-04 | Paper |
A proposed complementary pairing mode between single-stranded nucleic acids and \(\beta\)-stranded peptides: A possible pathway for generating complex biological molecules
Complexity | 1998-01-05 | Paper |
| scientific article; zbMATH DE number 1930774 (Why is no real title available?) | 1998-01-01 | Paper |
| scientific article; zbMATH DE number 943408 (Why is no real title available?) | 1997-04-29 | Paper |
