| Publication | Date of Publication | Type |
|---|
| The M-estimation for multiplicative regression models with a diverging number of covariates | 2024-08-12 | Paper |
| Should an online manufacturer partner with a competing or noncompeting retailer for physical showrooms? | 2023-11-23 | Paper |
| Optimal investment problem under behavioral setting: a Lagrange duality perspective | 2023-11-15 | Paper |
| Robust signal recovery via \(\ell_{1-2}/ \ell_p\) minimization with partially known support | 2023-02-07 | Paper |
| Nonconcave penalized M-estimation for the least absolute relative errors model | 2023-02-03 | Paper |
| Penalized relative error estimation of functional multiplicative regression models with locally sparse properties | 2022-10-06 | Paper |
| Recovery analysis for block \(\ell_p-\ell_1\) minimization with prior support information | 2022-09-01 | Paper |
| Dynamic investigations in a Stackelberg model with differentiated products and bounded rationality | 2022-07-05 | Paper |
| Web renewal counting processes and their applications in insurance | 2021-12-15 | Paper |
| Robust signal recovery for \(\ell_{1-2}\) minimization via prior support information | 2021-11-23 | Paper |
| Information sharing in an e-tailing supply chain for fresh produce with freshness-keeping effort and value-added service | 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 | 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 | 2020-05-13 | Paper |
| The 3D nonstationary creep constitutive model of sandstone based on fractional order | 2020-02-20 | Paper |
| After-sale service deployment and information sharing in a supply chain under demand uncertainty | 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 | 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 | 2017-09-19 | Paper |
| Pricing credit derivatives under fractional stochastic interest rate models with jumps | 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 | 2017-06-20 | Paper |
| A moderate deviation principle for stochastic Volterra equation | 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 | 2016-08-03 | Paper |
| A solvable singular control problem driven by a jump diffusion process with applications | 2016-05-04 | Paper |
| Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process | 2016-03-10 | Paper |
| Moderate deviations and central limit theorem for positive diffusions | 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 | 2015-10-06 | Paper |
| Dynamic asset allocation with loss aversion in a jump-diffusion model | 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 | 2015-04-27 | Paper |
| Several topological indices of random binary trees | 2014-11-03 | Paper |
| Dynamic valuation of options on non-traded assets and trading strategies | 2014-09-15 | Paper |
| Pricing convertible bonds and change of probability measure | 2014-09-15 | Paper |
| Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion | 2014-06-23 | Paper |
| Pricing barrier options under stochastic volatility framework | 2014-03-18 | Paper |
| Precise large deviations of aggregate claims in a risk model with regression-type size-dependence | 2014-02-19 | Paper |
| Survival probability in a risk model under heavy-tailed claims | 2013-11-19 | Paper |
| Solutions to BSDEs driven by both standard and fractional Brownian motions | 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 | 2012-08-28 | Paper |
| Maximizing the probability of a perfect hedge in the case of stochastic interest rate | 2011-12-19 | Paper |
| Thrust generation and wake structure of wiggling hydrofoil | 2010-11-23 | Paper |
| An improved known vicinity algorithm based on geometry test for particle localization in arbitrary grid | 2009-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5320336 | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599672 | 2009-02-09 | Paper |
| Prices of Asian options under stochastic interest rates | 2006-10-04 | Paper |
| Advances in Neural Networks – ISNN 2005 | 2005-11-23 | Paper |
| Advances in Neural Networks – ISNN 2005 | 2005-11-23 | Paper |
| On pricing model of the reset option with \(N\) predetermined levels | 2005-11-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4828498 | 2004-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4406323 | 2003-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4807172 | 2003-05-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516469 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516704 | 2000-11-28 | Paper |
| Generalized BSDEs and nonlinear Neumann boundary value problems | 1999-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4384658 | 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 | 1998-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4710060 | 1998-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4714966 | 1997-04-29 | Paper |
