| Publication | Date of Publication | Type |
|---|
| scientific article; zbMATH DE number 7651808 (Why is no real title available?) | 2023-02-09 | Paper |
Fast Laplace transform methods for the PDE system of Parisian and Parasian option pricing
Science China. Mathematics | 2022-05-31 | Paper |
Pricing finite-maturity American capped stock loan
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Conditional Gradient Methods for Convex Optimization with General Affine and Nonlinear Constraints
SIAM Journal on Optimization | 2021-10-26 | Paper |
Moving Finite Element Methods for a System of Semi-Linear Fractional Diffusion Equations
Advances in Applied Mathematics and Mechanics | 2021-09-30 | Paper |
Dynamic stochastic approximation for multi-stage stochastic optimization
Mathematical Programming. Series A. Series B | 2021-04-23 | Paper |
Convergence of Iterative Laplace Transform Methods for a System of Fractional PDEs and PIDEs Arising in Option Pricing
East Asian Journal on Applied Mathematics | 2021-04-22 | Paper |
High-order methods for exotic options and Greeks under regime-switching jump-diffusion models
Numerical Mathematics: Theory, Methods and Applications | 2021-01-14 | Paper |
Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching
Computers & Mathematics with Applications | 2020-10-09 | Paper |
Algorithms for stochastic optimization with function or expectation constraints
Computational Optimization and Applications | 2020-05-19 | Paper |
Laplace transform method for pricing American CEV strangles option with two free boundaries
Discrete Dynamics in Nature and Society | 2019-02-20 | Paper |
Numerical methods for pricing American options with time-fractional PDE models
Mathematical Problems in Engineering | 2018-10-12 | Paper |
Convergence analysis of iterative Laplace transform methods for the coupled PDEs from regime-switching option pricing
Journal of Scientific Computing | 2018-07-12 | Paper |
Hybrid Laplace transform and finite difference methods for pricing American options under complex models
Computers & Mathematics with Applications | 2018-03-09 | Paper |
| Delay analysis of three-state Markov channels | 2018-03-08 | Paper |
Fast Laplace transform methods for free-boundary problems of fractional diffusion equations
Journal of Scientific Computing | 2018-03-01 | Paper |
Change Detection in Synthetic Aperture Radar Images based on Image Fusion and Fuzzy Clustering
IEEE Transactions on Image Processing | 2017-10-27 | Paper |
Laplace transform methods for a free boundary problem of time-fractional partial differential equation system
Discrete Dynamics in Nature and Society | 2017-09-12 | Paper |
Viscoelastic liquid film flowing down a flexible tube
Journal of Fluid Mechanics | 2017-08-02 | Paper |
Convergence rates of moving mesh Rannacher methods for PDEs of Asian options pricing
Journal of Computational Mathematics | 2017-01-06 | Paper |
Simulation of blow-up solutions to the generalized KdV equations by moving collocation methods
Boundary Value Problems | 2016-03-16 | Paper |
Lattice Boltzmann methods for solving partial differential equations of exotic option pricing
Frontiers of Mathematics in China | 2016-03-09 | Paper |
Moving mesh methods for pricing Asian options with regime switching
Journal of Computational and Applied Mathematics | 2016-02-04 | Paper |
Convergence analysis of moving finite element methods for space fractional differential equations
Journal of Computational and Applied Mathematics | 2014-07-23 | Paper |
Finite element multigrid method for the boundary value problem of fractional advection dispersion equation
Journal of Applied Mathematics | 2013-09-09 | Paper |
| Existence and uniqueness of solutions to nonlinear fractional differential equations with Lipschitz continuity | 2013-01-31 | Paper |
| A fourth-order lattice Boltzmann model for nonlinear partial differential equations | 2013-01-24 | Paper |
Performance analysis of a noise-normalized FFH/MFSK receiver over Rayleigh fading channels with partial-band noise jamming
Science China Information Sciences | 2011-06-17 | Paper |
Object matching algorithm based on robust hausdorff distance
Journal of Computer Applications | 2009-09-08 | Paper |
| Existence and uniqueness for a nonlinear fractional Volterra integro-differential equation | 2008-08-06 | Paper |
| Research on digital image watermarking scheme based on blind source separation | 2007-10-26 | Paper |
On the fracture resistance of adhesively jointing structures
Journal of Zhejiang University. Science A | 2007-02-27 | Paper |
| A class of construction of Cartesian authentication codes from set knowledge | 2006-03-09 | Paper |
| scientific article; zbMATH DE number 2145659 (Why is no real title available?) | 2005-03-14 | Paper |
A kind of \(C^{n+k}\) polynomial interpolation with least-squares errors
Journal of Mathematical Study | 2002-10-23 | Paper |
Nonlinear decoupling control of aircraft motion
Journal of Guidance, Control, and Dynamics | 1999-11-08 | Paper |
| scientific article; zbMATH DE number 1322253 (Why is no real title available?) | 1999-08-09 | Paper |
| scientific article; zbMATH DE number 1151650 (Why is no real title available?) | 1999-03-09 | Paper |
