Wen Li

Available identifiers

Publication	Date of Publication	Type
Conditional concordance-assisted learning under matched case-control design for combining biomarkers for population screening	2024-10-11	Paper
On necessary optimality conditions and exact penalization for a constrained fractional optimal control problem	2023-10-25	Paper
A 2nd-order numerical scheme for fractional ordinary differential equation systems	2019-10-10	Paper
Numerical solution of fractional optimal control	2019-03-06	Paper
A 2nd-order one-point numerical integration scheme for fractional ordinary differential equations	2017-09-15	Paper
Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme	2017-09-12	Paper
Recent advances in numerical solution of HJB equations arising in option pricing	2015-08-20	Paper
A numerical method for pricing European options with proportional transaction costs	2014-09-04	Paper
Pricing American options under proportional transaction costs using a penalty approach and a finite difference scheme	2013-11-14	Paper
Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs	2009-11-27	Paper

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