| Publication | Date of Publication | Type |
|---|
Stability of traveling wave solutions in a credit rating migration free boundary problem
SIAM Journal on Mathematical Analysis | 2025-01-16 | Paper |
Variational inequalities arising from credit rating migration with buffer zone
European Journal of Applied Mathematics | 2024-10-23 | Paper |
Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors
Journal of Differential Equations | 2023-09-18 | Paper |
Optimal Stochastic Control Problem for a Carbon Emission Reduction Process
SIAM Journal on Applied Mathematics | 2023-06-21 | Paper |
A double obstacle model for pricing bi-leg defaultable interest rate swaps
European Journal of Applied Mathematics | 2022-12-08 | Paper |
Optimal control model of an enterprise for single and inheriting periods of carbon emission reduction
Mathematics and Financial Economics | 2022-04-01 | Paper |
A new model and its numerical method to identify multi credit migration boundaries
International Journal of Computer Mathematics | 2022-02-10 | Paper |
Optimal Investment Timing for Carbon Emission Reduction Technology with a Jump-Diffusion Process
SIAM Journal on Control and Optimization | 2021-11-05 | Paper |
A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under Different Upgrade and Downgrade Thresholds
SIAM Journal on Financial Mathematics | 2021-09-08 | Paper |
The valuation of multi-counterparties CDS with credit rating migration
Applied Mathematics. Series B (English Edition) | 2021-06-17 | Paper |
Asymptotic behaviors of a free boundary raised from corporate bond evaluation with credit rating migration risks
Interfaces and Free Boundaries | 2021-02-09 | Paper |
Optimal control strategy of companies: inheriting period and carbon emission reduction
Mathematical Problems in Engineering | 2020-12-10 | Paper |
Free boundaries of credit rating migration in switching macro regions
Mathematical Control and Related Fields | 2020-08-28 | Paper |
A free boundary problem for defaultable corporate bond with credit rating migration risk and its asymptotic behavior
Discrete and Continuous Dynamical Systems. Series B | 2020-01-15 | Paper |
An optimal control model for reducing and trading of carbon emissions
Physica A | 2018-11-13 | Paper |
CPDO with finite termination: maximal return under cash-in and cash-out conditions
The ANZIAM Journal | 2017-10-17 | Paper |
Minimization of carbon abatement cost: modeling, analysis and simulation
Discrete and Continuous Dynamical Systems. Series B | 2017-06-07 | Paper |
An optimal control model of carbon reduction and trading
Mathematical Control and Related Fields | 2016-11-07 | Paper |
Convergence rate of free boundary of numerical scheme for American option
Discrete and Continuous Dynamical Systems. Series B | 2016-09-30 | Paper |
Asymptotic traveling wave solution for a credit rating migration problem
Journal of Differential Equations | 2016-05-11 | Paper |
| scientific article; zbMATH DE number 6532006 (Why is no real title available?) | 2016-01-15 | Paper |
Utility indifference valuation of corporate bond with rating migration risk
Frontiers of Mathematics in China | 2015-11-06 | Paper |
A free boundary problem for corporate bond with credit rating migration
Journal of Mathematical Analysis and Applications | 2015-06-12 | Paper |
Optimal convergence rate of the binomial tree scheme for American options and their free boundaries
Frontiers in Differential Geometry, Partial Differential Equations and Mathematical Physics | 2014-11-07 | Paper |
A counterparty valuation adjustment calculation model of multi-counterparties credit default swap
Journal of Tongji University. Natural Science | 2014-11-03 | Paper |
Optimal control of perpetual CPDO: minimal cash-out probability and maximal conditional return
Optimal Control Applications & Methods | 2014-10-20 | Paper |
Valuation of credit contingent interest rate swap
Risk and Decision Analysis | 2013-05-23 | Paper |
| scientific article; zbMATH DE number 6130085 (Why is no real title available?) | 2013-01-24 | Paper |
Valuation of a loan-only credit default swap with negatively correlated default and prepayment intensities
International Journal of Computer Mathematics | 2013-01-22 | Paper |
Scatter point cloud compensation filtering
Journal of Xi'an Jiaotong University | 2012-10-05 | Paper |
A fully non-linear PDE problem from pricing CDS with counterparty risk
Discrete and Continuous Dynamical Systems. Series B | 2012-09-12 | Paper |
Intensity-based models for pricing mortgage-backed securities with repayment risk under a CIR process
International Journal of Theoretical and Applied Finance | 2012-06-25 | Paper |
Valuation of mortgage loan CDS
Applied Mathematics. Series A (Chinese Edition) | 2012-06-01 | Paper |
Valuation of portfolio credit derivatives with default intensities using the Vasicek model
Asia-Pacific Financial Markets | 2011-03-30 | Paper |
Optimal convergence rate of the binomial tree scheme for American options with jump diffusion and their free boundaries
SIAM Journal on Financial Mathematics | 2010-02-03 | Paper |
| Valuation of basket credit default swaps by the partial differential equation method | 2009-11-11 | Paper |
| Valuation of American continuous-installment options | 2009-11-11 | Paper |
| Determination of the parameters of an ecosystem | 2009-11-11 | Paper |
Optimal convergence rate of the explicit finite difference scheme for American option valuation
Journal of Computational and Applied Mathematics | 2009-07-20 | Paper |
| On the convergence rate of the binomial tree scheme for an American option with jump-diffusion | 2009-03-06 | Paper |
Pricing of perpetual American and Bermudan options by binomial tree method
Frontiers of Mathematics in China | 2008-03-31 | Paper |
On the rate of convergence of the binomial tree scheme for American options
Numerische Mathematik | 2007-10-16 | Paper |
On convergence of a sequence of parameterized closed convex sets and its applications
Journal of Partial Differential Equations | 2001-12-05 | Paper |
Regularity of solutions for arbitrary order variational inequalities with general convex sets
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 1999-04-26 | Paper |
Regularity of solutions for arbitrary order variational inequalities with general convex sets
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 1999-04-26 | Paper |
Trace imbeddings for \(T\)-sets and application to Neumann-Dirichlet problems with measures included in the boundary data
Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI | 1997-05-27 | Paper |
Trace imbeddings for \(T\)-sets and application to Neumann-Dirichlet problems with measures included in the boundary data
Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI | 1997-05-27 | Paper |
THE REGULARITY OF SOLUTIONS FOR THE CURL BOUNDARY PROBLEMS AND GINZBURG-LANDAU SUPERCONDUCTIVITY MODEL
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences | 1996-11-14 | Paper |
| scientific article; zbMATH DE number 912028 (Why is no real title available?) | 1996-09-18 | Paper |
Asymptotic behaviour of the solutions of an evolutionary Ginzburg-Landau superconductivity model
Journal of Mathematical Analysis and Applications | 1996-03-31 | Paper |
Asymptotic behaviour of weak solutions to a boundary value problem for dynamic viscoelastic equations with memory
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 1996-01-15 | Paper |
| scientific article; zbMATH DE number 808314 (Why is no real title available?) | 1995-10-23 | Paper |
On a Nonlinear Integrodifferential Drift-Diffusion Semiconductor Model
SIAM Journal on Mathematical Analysis | 1994-11-03 | Paper |
On a non‐stationary Ginzburg–Landau superconductivity model
Mathematical Methods in the Applied Sciences | 1994-04-28 | Paper |
| scientific article; zbMATH DE number 35192 (Why is no real title available?) | 1992-06-28 | Paper |
| scientific article; zbMATH DE number 29743 (Why is no real title available?) | 1992-06-27 | Paper |
| scientific article; zbMATH DE number 24738 (Why is no real title available?) | 1992-06-26 | Paper |
Horn-type theorem in Fréchet spaces and application
Chinese Annals of Mathematics. Series B | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 4163431 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4101728 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4082108 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3983707 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4002812 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3899421 (Why is no real title available?) | 1985-01-01 | Paper |
Stability of traveling wave solutions in a credit rating migration Free Boundary Problem
(available as arXiv preprint) | N/A | Paper |
