| Publication | Date of Publication | Type |
|---|
Pricing exchange options under hybrid stochastic volatility and interest rate models
Journal of Computational and Applied Mathematics | 2024-12-16 | Paper |
Pricing vulnerable lookback options using Laplace transforms
Journal of Computational and Applied Mathematics | 2024-08-01 | Paper |
Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time
Journal of Computational and Applied Mathematics | 2023-06-20 | Paper |
Pricing vulnerable options with stochastic volatility
Physica A | 2022-06-20 | Paper |
Some properties of two classes of stochastic processes with asymptotic perturbation
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
| Least-squares finite element algorithm for the time-dependent UCM viscoelastic flow | 2021-04-26 | Paper |
| scientific article; zbMATH DE number 7233572 (Why is no real title available?) | 2020-08-12 | Paper |
Stochastic machine scheduling to minimize waiting time related objectives with emergency jobs
Discrete Dynamics in Nature and Society | 2019-08-23 | Paper |
Dynamic mean-VaR portfolio selection in continuous time
Quantitative Finance | 2018-11-19 | Paper |
Coherent RAKE receiver for CPM-based direct sequence spread spectrum
Mathematical Problems in Engineering | 2018-10-12 | Paper |
Long time behavior for stochastic Burgers equations with jump noises
Statistics & Probability Letters | 2018-07-27 | Paper |
| Scaling limit in local time of near-critical nearest random walk | 2018-07-18 | Paper |
Dynamic mean-LPM and mean-CVaR portfolio optimization in continuous-time
SIAM Journal on Control and Optimization | 2017-05-24 | Paper |
A note on the passage time of finite-state Markov chains
Communications in Statistics: Theory and Methods | 2017-04-27 | Paper |
Scaling limit of local time of Sinai's random walk
Frontiers of Mathematics in China | 2015-11-06 | Paper |
| scientific article; zbMATH DE number 6501041 (Why is no real title available?) | 2015-10-28 | Paper |
Hitting time distribution for skip-free Markov chains: a simple proof
Statistics & Probability Letters | 2013-12-06 | Paper |
| Tail asymptotic of the stationary distribution for the state dependent (1,R)-reflecting random walk: near critical | 2013-02-13 | Paper |
| Learning Social Infectivity in Sparse Low-rank Networks Using Multi-dimensional Hawkes Processes | 2013-01-01 | Paper |
Learning Social Infectivity in Sparse Low-rank Networks Using Multi-dimensional Hawkes Processes
AISTATS (International Conference on Artificial Intelligence and Statistics) | 2013-01-01 | Paper |
Zero-divisor semigroups of a fan-shaped graph
Journal of Mathematical Research & Exposition | 2012-06-01 | Paper |
| Sliding model control of new injection type hybrid active filter | 2009-03-06 | Paper |
Data self‐create in data storage system
Kybernetes | 2004-03-25 | Paper |
On the upper and lower covariances under multiple probabilities
(available as arXiv preprint) | N/A | Paper |
