Yu-Tian Li

Available identifiers

List of research outcomes

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	2024-08-21	Paper
Primal-dual active set algorithm for valuating American options under regime switching	2024-08-21	Paper
Projection and contraction method for the valuation of American options under regime switching	2024-04-30	Paper
Dynamics of a Leslie-Gower predator-prey model with advection and free boundaries	2023-11-23	Paper
Connection problem of the first Painlevé transcendents with large initial data	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	2021-10-28	Paper
Asymptotics of orthogonal polynomials with asymptotic Freud‐like weights	2020-11-30	Paper
https://portal.mardi4nfdi.de/entity/Q5118477	2020-09-08	Paper
Asymptotics of the Wilson polynomials	2020-03-10	Paper
Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process	2020-02-05	Paper
Asymptotic approximations of the continuous Hahn polynomials and their zeros	2019-10-07	Paper
A fourth-order scheme for space fractional diffusion equations	2019-07-04	Paper
Variational image restoration and segmentation with Rician noise	2019-06-27	Paper
Valuation of American options under the CGMY model	2018-11-13	Paper
A High Order Finite Difference Method for Tempered Fractional Diffusion Equations with Applications to the CGMY Model	2018-10-19	Paper
Positive periodic solutions of the weighted \(p\)-Laplacian with nonlinear sources	2018-08-16	Paper
Finite Element and Discontinuous Galerkin Methods with Perfect Matched Layers for American Options	2018-07-18	Paper
A fundamental solution for a nonelliptic partial differential operator, II	2018-05-15	Paper
Real Solutions of the First Painlevé Equation with Large Initial Data	2018-01-10	Paper
Heat kernel asymptotic expansions for the Heisenberg sub-Laplacian and the Grushin operator	2017-09-29	Paper
Heat Kernels, Old and New	2017-05-31	Paper
Singular periodic solutions for the \(p\)-Laplacian in a punctured domain	2017-02-03	Paper
On the Heat Kernel of a Left Invariant Elliptic Operator	2015-03-27	Paper
Asymptotics of Landau constants with optimal error bounds	2015-01-09	Paper
Heat kernels for a family of Grushin operators	2014-12-05	Paper
Full asymptotic expansions of the Landau constants via a difference equation approach	2014-05-07	Paper
Linear difference equations with a transition point at the origin	2014-01-28	Paper
Global asymptotics of Stieltjes-Wigert polynomials	2013-10-25	Paper
Subriemannian geodesics in the Grushin plane	2012-12-05	Paper
Option prices under stochastic volatility	2012-11-15	Paper
Heat kernels for a class of degenerate elliptic operators using stochastic method	2012-03-07	Paper
https://portal.mardi4nfdi.de/entity/Q3173956	2011-10-11	Paper
Integral and series representations of the Dirac delta function	2008-06-18	Paper

Research outcomes over time

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