| Publication | Date of Publication | Type |
|---|
| The first-countability in the quotient spaces of topological gyrogroups | 2023-03-30 | Paper |
| A Privacy Enhancing Scheme for Mobile Devices Based Secure Multi-party Computation System | 2022-10-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5099050 | 2022-08-31 | Paper |
| Cardinal invariants in the quotient spaces of weakly topological groups | 2022-05-23 | Paper |
| The integrated sigma-max system and its application in target recognition | 2022-04-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5063046 | 2022-03-17 | Paper |
| Estimation & Recognition under Perspective of Random-Fuzzy Dual Interpretation of Unknown Quantity: with Demonstration of IMM Filter | 2021-10-20 | Paper |
| The Sigma-Max System Induced from Randomness and Fuzziness | 2021-10-12 | Paper |
| Parameter estimation of stochastic volatility model with jump | 2020-10-27 | Paper |
| Complements of partial silting objects in triangulated categories | 2019-10-02 | Paper |
| Optimal investment problem under non-extensive statistical mechanics | 2019-07-03 | Paper |
| Dynamic request routing for online video-on-demand service: a Markov decision process approach | 2019-02-08 | Paper |
| Testing for unit roots in panels allowing for multiple structural breaks based on AR(1) | 2018-10-22 | Paper |
| Ruin probability in the single-multiple-type risk model with interference | 2018-05-25 | Paper |
| Ruin probability for a class of risk model | 2017-10-20 | Paper |
| The Cauchy problem for the higher-order dispersive equation | 2017-07-14 | Paper |
| A parallel algorithm for generating ideal IC-colorings of cycles | 2016-01-04 | Paper |
| Stochastic control problem with stopping time under jump-diffusion model | 2014-11-03 | Paper |
| Dynamic mean-variance optimal portfolio selection with benchmark processes | 2014-02-28 | Paper |
| A non-monotone super-memory gradient method based on trust region technique | 2013-06-20 | Paper |
| Dynamic mean-variance portfolio selection with liability and no-shorting constraints | 2013-05-07 | Paper |
| The maximal IC-colorings of \(K_{1, 2, n}\) | 2013-02-27 | Paper |
| Indifference pricing of a power utility function under a discrete-time model | 2013-01-24 | Paper |
| Asset and liability management with no-shorting constraints of an insurance company | 2013-01-24 | Paper |
| A non-monotone super-memory gradient method based on the diagonal-sparse quasi-Newton direction | 2013-01-24 | Paper |
| Multi-period mean-variance portfolio selection with a benchmark process | 2012-12-21 | Paper |
| Exponential utility of indifference prices and hedging strategies with transaction costs | 2012-10-05 | Paper |
| Mean-variance stochastic control for the relative return process of jump-diffusion models with discretionary stopping | 2012-10-05 | Paper |
| Utility indifference pricing and hedging of Stein-Stein model | 2012-09-04 | Paper |
| Stochastic linear quadratic portfolio selection problem for relative return process | 2012-07-11 | Paper |
| A non-monotone nonlinear conjugate gradient method based on the trust region technique | 2012-06-01 | Paper |
| A new diagonal-sparse quasi-Newton method with a modified non-monotone step size rule | 2012-06-01 | Paper |
| Some new results for the multidimensional Landau --Lifshitz equations | 2011-11-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5199611 | 2011-08-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3004791 | 2011-06-03 | Paper |
| Central limit theorem and moderate deviations principle for dependent risks | 2011-02-04 | Paper |
| Mixed hedging under additive market price information | 2010-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3405337 | 2010-02-12 | Paper |
| Explicit piecewise smooth solutions of Landau-Lifshitz equation with discontinuous external field | 2009-11-13 | Paper |
| Large solutions for an elliptic system of competitive type: existence, uniqueness and asymptotic behavior | 2009-08-21 | Paper |
| A global optimization approach for quadratic programs with nonconvex quadratic constraints | 2009-07-22 | Paper |
| A linearization method for global optimal solution of quadratic programming problem with nonconvex quadratic constraints | 2009-07-22 | Paper |
| Study on fuzzy optimization methods based on quasi-linear fuzzy number and genetic algorithm | 2009-07-14 | Paper |
| Refinements of inequalities between the sum of squares and the exponential of sum of a nonnegative sequence | 2009-04-28 | Paper |
| Traveling wave solutions for the Hamilton equation by deforming mapping method | 2009-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3611444 | 2009-03-06 | Paper |
| Optimal portfolio for the Heston model | 2008-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3501239 | 2008-06-03 | Paper |
| A new method for solution of linear programming with additional multiplicative constraints | 2008-06-03 | Paper |
| Utility indifference pricing and hedging to stochastic volatility model | 2008-06-03 | Paper |
| Linear-time option pricing algorithms by combinatorics | 2008-05-05 | Paper |
| The equivalent martingale measures for the stochastic volatility model | 2007-07-31 | Paper |
| Martingale measures in the market with restricted information | 2007-03-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5489793 | 2006-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3374966 | 2006-03-01 | Paper |
| Uncertainty principles for Sturm-Liouville operators | 2005-04-15 | Paper |
| Uncertainty principles for Jacobi expansions | 2003-11-20 | Paper |
