Pei-Min Chen

Available identifiers

Publication	Date of Publication	Type
Optimal impulse dividend and capital injection model with proportional and fixed transaction costs	2024-01-02	Paper
The optimal investment problem with inflation and liquidity risk	2023-10-30	Paper
N-Fold compound option pricing with technical risk under fractional jump-diffusion model	2023-03-17	Paper
Numerical method for a system of PIDEs arising in American contingent claims under FMLS model with jump diffusion and regime-switching process	2021-08-19	Paper
Optimal investment strategy under the CEV model with stochastic interest rate	2021-05-07	Paper
Partnerships of bidders with constant relative risk aversions	2021-05-07	Paper
Relative performance concern on DC pension plan under Heston model with inflation risk	2021-01-14	Paper
DCC-GARCH Model for Market and Firm-Level Dynamic Correlation in S&P 500	2020-12-09	Paper
Stochastic optimal control on dividend policies with bankruptcy	2019-10-28	Paper
Efficient option pricing in crisis based on dynamic elasticity of variance model	2019-07-30	Paper
The optimal dividend payout model with terminal values and its application	2018-11-05	Paper
A multiscale method for semilinear elliptic equations	2008-06-24	Paper
The existence of solutions for nonlinear two-point boundary problems with parameter under Ambrosetti-Prodi condition	2008-02-22	Paper
https://portal.mardi4nfdi.de/entity/Q5439684	2008-02-11	Paper
Variant code transformations for linear quadtrees	2003-02-20	Paper
A personalized information retrieval system	2001-10-23	Paper

This page was built for person: Pei-Min Chen