| Publication | Date of Publication | Type |
|---|
A primal-dual active set approach to the valuation of American options in regime-switching models: numerical solutions and convergence analysis
Computational and Applied Mathematics | 2024-08-21 | Paper |
Primal-dual active set algorithm for valuating American options under regime switching
Numerical Methods for Partial Differential Equations | 2024-08-21 | Paper |
Projection and contraction method for the valuation of American options under regime switching
Communications in Nonlinear Science and Numerical Simulation | 2024-04-30 | Paper |
Dynamics of a Leslie-Gower predator-prey model with advection and free boundaries
Discrete and Continuous Dynamical Systems. Series B | 2023-11-23 | Paper |
Connection problem of the first Painlevé transcendents with large initial data
Journal of Physics A: Mathematical and Theoretical | 2023-04-21 | Paper |
Connection problem of the first Painlev\'{e} transcendents with large initial data
| 2023-01-19 | Paper |
A fast finite difference method for tempered fractional diffusion equations
Communications in Computational Physics | 2021-10-28 | Paper |
Asymptotics of orthogonal polynomials with asymptotic Freud-like weights
Studies in Applied Mathematics | 2020-11-30 | Paper |
scientific article; zbMATH DE number 7244841 (Why is no real title available?)
| 2020-09-08 | Paper |
Asymptotics of the Wilson polynomials
Analysis and Applications | 2020-03-10 | Paper |
Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process
Computers & Mathematics with Applications | 2020-02-05 | Paper |
Asymptotic approximations of the continuous Hahn polynomials and their zeros
Journal of Approximation Theory | 2019-10-07 | Paper |
A fourth-order scheme for space fractional diffusion equations
Journal of Computational Physics | 2019-07-04 | Paper |
Variational image restoration and segmentation with Rician noise
Journal of Scientific Computing | 2019-06-27 | Paper |
Valuation of American options under the CGMY model
Quantitative Finance | 2018-11-13 | Paper |
A high order finite difference method for tempered fractional diffusion equations with applications to the CGMY model
SIAM Journal on Scientific Computing | 2018-10-19 | Paper |
Positive periodic solutions of the weighted \(p\)-Laplacian with nonlinear sources
Discrete and Continuous Dynamical Systems | 2018-08-16 | Paper |
Finite element and discontinuous Galerkin methods with perfect matched layers for American options
Numerical Mathematics: Theory, Methods and Applications | 2018-07-18 | Paper |
A fundamental solution for a nonelliptic partial differential operator, II
Analysis and Applications | 2018-05-15 | Paper |
Real solutions of the first Painlevé equation with large initial data
Studies in Applied Mathematics | 2018-01-10 | Paper |
Heat kernel asymptotic expansions for the Heisenberg sub-Laplacian and the Grushin operator
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2017-09-29 | Paper |
Heat Kernels, Old and New
Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES | 2017-05-31 | Paper |
Singular periodic solutions for the \(p\)-Laplacian in a punctured domain
Communications on Pure and Applied Analysis | 2017-02-03 | Paper |
On the Heat Kernel of a Left Invariant Elliptic Operator
Excursions in Harmonic Analysis, Volume 2 | 2015-03-27 | Paper |
Asymptotics of Landau constants with optimal error bounds
Constructive Approximation | 2015-01-09 | Paper |
Heat kernels for a family of Grushin operators
Methods and Applications of Analysis | 2014-12-05 | Paper |
Full asymptotic expansions of the Landau constants via a difference equation approach
Applied Mathematics and Computation | 2014-05-07 | Paper |
Linear difference equations with a transition point at the origin
Analysis and Applications (Singapore) | 2014-01-28 | Paper |
Global asymptotics of Stieltjes-Wigert polynomials
Analysis and Applications (Singapore) | 2013-10-25 | Paper |
Subriemannian geodesics in the Grushin plane
The Journal of Geometric Analysis | 2012-12-05 | Paper |
Option prices under stochastic volatility
Applied Mathematics Letters | 2012-11-15 | Paper |
Heat kernels for a class of degenerate elliptic operators using stochastic method
Complex Variables and Elliptic Equations | 2012-03-07 | Paper |
On heat kernels of a class of degenerate elliptic operators
| 2011-10-11 | Paper |
Integral and series representations of the Dirac delta function
Communications on Pure and Applied Analysis | 2008-06-18 | Paper |
