| Publication | Date of Publication | Type |
|---|
Global algorithm for effectively solving min-max affine fractional programs
Journal of Applied Mathematics and Computing | 2024-08-08 | Paper |
Study of weak solutions for degenerate parabolic inequalities with nonstandard conditions
Journal of Inequalities and Applications | 2023-05-03 | Paper |
| Nonexistence and long time behavior of solutions to a class of nonlinear degenerate parabolic variational inequalities | 2020-08-12 | Paper |
| Pricing of triggered financial products in the ARIMA model with time-varying volatility | 2020-08-12 | Paper |
Exact inference for competing risks model with generalized type-I hybrid censored exponential data
Journal of Statistical Computation and Simulation | 2020-03-12 | Paper |
| Bayesian classifier based on D-vine Copula theory | 2019-10-02 | 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 |
| The pricing of step options under the nonlinear Black-Scholes model | 2017-05-17 | Paper |
| Barrier options' pricing under the nonlinear Black-Scholes model | 2017-01-06 | Paper |
Nonexistence and longtime behaviors of solutions to a class of nonlinear degenerate parabolic equations not in divergence form
Acta Mathematicae Applicatae Sinica. English Series | 2016-05-23 | Paper |
The existence of a solution to a class of degenerate parabolic variational inequalities
Journal of Inequalities and Applications | 2016-03-18 | Paper |
| The pricing for the barriers options based on the perturbation theory | 2015-10-28 | Paper |
An integro-differential parabolic variational inequality arising from the valuation of double barrier American option
Journal of Systems Science and Complexity | 2015-01-27 | Paper |
| Reliability analysis for competing failure models with Weibull units | 2014-02-28 | Paper |
A finite volume element method for perpetual American option
Applied Mathematics. Series A (Chinese Edition) | 2013-11-19 | Paper |
Pricing for outer performance option in mixed fractional Brownian motion with jump
Journal of Systems Science and Mathematical Sciences | 2013-11-19 | Paper |
| scientific article; zbMATH DE number 6175598 (Why is no real title available?) | 2013-06-13 | Paper |
| A new method for Asian option pricing in fractional Brownian motion | 2013-01-24 | Paper |
| European option pricing under a modified Black-Scholes model | 2013-01-24 | Paper |
| Barrier option pricing under the Vasicek model of the short rate | 2011-12-08 | Paper |
Scalable load balancing on distributed web servers using mobile agents.
Journal of Parallel and Distributed Computing | 2003-12-04 | Paper |
Dynamic configuration management in a graph-oriented distributed programming environment.
Science of Computer Programming | 2003-08-13 | Paper |
Distributed particle simulation method on adaptive collaborative system
Future Generation Computer Systems | 2002-07-14 | Paper |
Macro-dataflow computational model and its simulation
Journal of Computer Science and Technology | 1990-01-01 | Paper |
