Publication | Date of Publication | Type |
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Further exploration into the valid regions of Gram-Charlier densities | 2023-08-31 | Paper |
Dissecting skewness under affine jump-diffusions | 2023-04-17 | Paper |
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: a Gram-Charlier density approach | 2022-11-16 | Paper |
Delayed impulsive control for lag synchronization of neural networks with time-varying delays and partial unmeasured states | 2022-09-27 | Paper |
Stabilization of uncertain switched systems with frequent asynchronism via event-triggered dynamic output-feedback control | 2022-05-09 | Paper |
The price of COVID-19-induced uncertainty in the options market | 2022-04-14 | Paper |
Outer-synchronization of fractional-order neural networks with deviating argument via centralized and decentralized data-sampling approaches | 2022-03-11 | Paper |
Adaptive control of Mittag-Leffler stabilization and synchronization for delayed fractional-order BAM neural networks | 2022-03-04 | Paper |
The valid regions of Gram-Charlier densities with high-order cumulants | 2022-02-16 | Paper |
Asset pricing in a pure exchange economy with heterogeneous investors | 2021-05-03 | Paper |
Matrix measure approach for stability and synchronization of complex-valued neural networks with deviating argument | 2020-12-10 | Paper |
Input-to-state stabilization of a class of uncertain nonlinear systems via observer-based event-triggered impulsive control | 2020-10-21 | Paper |
Stability analysis of a class of neural networks with state-dependent state delay | 2020-06-03 | Paper |
Global robust exponential synchronization of multiple uncertain neural networks subject to event-triggered strategy | 2019-12-18 | Paper |
Pricing VIX derivatives with free stochastic volatility model | 2019-06-03 | Paper |
Option pricing with Weyl–Titchmarsh theory | 2019-01-15 | Paper |
A new well-posed algorithm to recover implied local volatility | 2019-01-14 | Paper |
Equilibrium variance risk premium in a cost-free production economy | 2018-11-15 | Paper |
Analysis and design of associative memories for memristive neural networks with deviating argument | 2018-11-05 | Paper |
Asymptotic stability and asymptotic synchronization of memristive regulatory-type networks | 2018-10-23 | Paper |
Investor attention and market microstructure | 2018-08-29 | Paper |
Multisynchronization for coupled multistable fractional-order neural networks via impulsive control | 2017-10-26 | Paper |
Centralized data-sampling approach for global \(O \left(t^{- \alpha}\right)\) synchronization of fractional-order neural networks with time delays | 2017-08-21 | Paper |
Centralized and decentralized data-sampling principles for outer-synchronization of fractional-order neural networks | 2017-08-03 | Paper |
New analytical option pricing models with Weyl–Titchmarsh theory | 2014-01-24 | Paper |
Options on the minimum or the maximum of two average prices | 2013-10-30 | Paper |
THE INTERSECTION BETWEEN EUROPEAN PUT PRICE AND ITS PAYOFF FUNCTION | 2013-08-15 | Paper |
EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION | 2013-02-28 | Paper |
Analytical pricing of American options | 2013-02-01 | Paper |
A remark on Lin and Chang's paper `consistent modeling of S\&P 500 and VIX derivatives' | 2012-05-18 | Paper |
A unified intrinsic functional expansion theory for solitary waves | 2010-11-25 | Paper |
A lattice algorithm for pricing moving average barrier options | 2010-06-11 | Paper |
On Boussinesq models of constant depth | 2010-04-22 | Paper |
PRICING AND HEDGING AMERICAN OPTIONS ANALYTICALLY: A PERTURBATION METHOD | 2010-03-12 | Paper |
The multi-soliton solutions of the CH-\(\gamma\) equation | 2008-06-25 | Paper |
The implied volatility smirk | 2008-05-22 | Paper |
Darboux transformations of classical Boussinesq system and its new solutions | 2007-08-10 | Paper |
VARIANCE TERM STRUCTURE AND VIX FUTURES PRICING | 2007-06-05 | Paper |
The multiple-soliton solution of the Camassa-Holm equation | 2005-07-01 | Paper |
Lie symmetry analysis and some new exact solutions of the Wu–Zhang equation | 2004-12-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q4466688 | 2004-06-08 | Paper |
Bidirectional soliton solutions of the classical Boussinesq system and AKNS system. | 2004-01-14 | Paper |
Darboux transformations of classical Boussinesq system and its multi-soliton solutions | 2001-07-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q4380784 | 1998-04-22 | Paper |