Pei-Min Chen

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal impulse dividend and capital injection model with proportional and fixed transaction costs Mathematical Methods in the Applied Sciences	2024-01-02	Paper
The optimal investment problem with inflation and liquidity risk Journal of Computational and Applied Mathematics	2023-10-30	Paper
<i>N</i>-Fold compound option pricing with technical risk under fractional jump-diffusion model Optimization	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 Discrete Dynamics in Nature and Society	2021-08-19	Paper
Partnerships of bidders with constant relative risk aversions Mathematical Problems in Engineering	2021-05-07	Paper
Optimal investment strategy under the CEV model with stochastic interest rate Mathematical Problems in Engineering	2021-05-07	Paper
Relative performance concern on DC pension plan under Heston model with inflation risk Mathematical Problems in Engineering	2021-01-14	Paper
DCC-GARCH model for market and firm-level dynamic correlation in S\&P 500 Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning	2020-12-09	Paper
Stochastic optimal control on dividend policies with bankruptcy Optimization	2019-10-28	Paper
Efficient option pricing in crisis based on dynamic elasticity of variance model Discrete Dynamics in Nature and Society	2019-07-30	Paper
The optimal dividend payout model with terminal values and its application Mathematical Problems in Engineering	2018-11-05	Paper
A multiscale method for semilinear elliptic equations Journal of Mathematical Analysis and Applications	2008-06-24	Paper
The existence of solutions for nonlinear two-point boundary problems with parameter under Ambrosetti-Prodi condition	2008-02-22	Paper
scientific article; zbMATH DE number 5234155 (Why is no real title available?)	2008-02-11	Paper
Variant code transformations for linear quadtrees Pattern Recognition Letters	2003-02-20	Paper
A personalized information retrieval system	2001-10-23	Paper

Research outcomes over time

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