| Publication | Date of Publication | Type |
|---|
An irreversible investment problem with demand on a finite horizon: the optimal investment boundary analysis
Communications in Nonlinear Science and Numerical Simulation | 2024-04-30 | Paper |
A reversible investment problem with capacity and demand in finite horizon: free boundary analysis
SIAM Journal on Control and Optimization | 2024-04-23 | Paper |
A consumption-investment model with state-dependent lower bound constraint on consumption
Journal of Mathematical Analysis and Applications | 2022-08-24 | Paper |
A free boundary problem of liquidity management for optimal dividend and insurance in finite horizon
SIAM Journal on Control and Optimization | 2021-07-15 | Paper |
Optimal redeeming strategy of stock loans under drift uncertainty
Mathematics of Operations Research | 2020-04-30 | Paper |
A fully nonlinear free boundary problem arising from optimal dividend and risk control model
Mathematical Control and Related Fields | 2019-12-18 | Paper |
Optimal stopping investment with non-smooth utility over an infinite time horizon
Journal of Industrial and Management Optimization | 2019-06-21 | Paper |
Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain
Journal of Differential Equations | 2018-12-03 | Paper |
A consumption-investment problem with constraints on minimum and maximum consumption rates
Journal of Computational and Applied Mathematics | 2018-04-16 | Paper |
| Free boundary problem of a new type of American option | 2018-01-29 | Paper |
Investment and consumption problem in finite time with consumption constraint
ESAIM: Control, Optimisation and Calculus of Variations | 2017-11-23 | Paper |
A stochastic control problem and related free boundaries in finance
Mathematical Control and Related Fields | 2017-10-20 | Paper |
Optimal investment with stopping in finite horizon
Journal of Inequalities and Applications | 2017-09-26 | Paper |
Characterization of stochastic control with optimal stopping in a Sobolev space
Automatica | 2017-04-19 | Paper |
| Analysis of an optimal investment model | 2017-01-06 | Paper |
An optimal consumption-investment model with constraint on consumption
Mathematical Control and Related Fields | 2016-10-12 | Paper |
Free boundary problem of Barenblatt equation in stochastic control
Discrete and Continuous Dynamical Systems. Series B | 2016-09-30 | Paper |
| scientific article; zbMATH DE number 6613079 (Why is no real title available?) | 2016-08-10 | Paper |
An irreversible investment problem with maintenance expenditure on a finite horizon: free boundary analysis
Journal of Mathematical Analysis and Applications | 2016-05-30 | Paper |
Non-trivial m-quasi-Einstein metrics on quadratic Lie groups
Archiv der Mathematik | 2016-04-07 | Paper |
A free boundary problem arising from a stochastic optimal control model under controllable risk
Journal of Differential Equations | 2016-01-26 | Paper |
| Optimal Investment Stopping Problem with Nonsmooth Utility in Finite Horizon | 2015-07-03 | Paper |
A stochastic control model of investment, production, and consumption on a finite horizon
Mathematical Methods in the Applied Sciences | 2015-04-22 | Paper |
Debt-equity swap with finite time horizon -- variational inequality approach
Journal of Mathematical Analysis and Applications | 2015-03-27 | Paper |
Equity value, bankruptcy, and optimal dividend policy with finite maturity -- variational inequality approach with discontinuous coefficient
Journal of Inequalities and Applications | 2015-03-16 | Paper |
| Perpetual American straddle option | 2015-02-11 | Paper |
Dynkin game of convertible bonds and their optimal strategy
Journal of Mathematical Analysis and Applications | 2015-02-11 | Paper |
A free boundary problem arising from a stochastic optimal control model with bounded dividend rate
Stochastic Analysis and Applications | 2014-11-12 | Paper |
Optimal Investment with Stopping in Finite Horizon
(available as arXiv preprint) | 2014-06-26 | Paper |
Investment, consumption and hedging with lump-sum payoff in finite horizon under incomplete market
Applicable Analysis | 2014-05-22 | Paper |
The free boundary problem of American butterfly option
Mathematical Methods in the Applied Sciences | 2014-01-29 | Paper |
A problem of singular stochastic control with optimal stopping in finite horizon
SIAM Journal on Control and Optimization | 2012-11-29 | Paper |
Parabolic variational inequality with parameter and gradient constraints
Journal of Mathematical Analysis and Applications | 2011-10-24 | Paper |
American lookback option with fixed strike price-2-D parabolic variational inequality
Journal of Differential Equations | 2011-10-21 | Paper |
Free boundary problem concerning pricing convertible bond
Mathematical Methods in the Applied Sciences | 2011-06-07 | Paper |
A variational inequality from pricing convertible bond
Advances in Difference Equations | 2011-05-19 | Paper |
Finite horizon optimal investment and consumption with transaction costs
SIAM Journal on Control and Optimization | 2010-04-28 | Paper |
A free boundary problem arising from pricing convertible bond
Applicable Analysis | 2010-04-21 | Paper |
| A free boundary problem arising from the valuation of the Russian option | 2009-11-11 | Paper |
| scientific article; zbMATH DE number 5631780 (Why is no real title available?) | 2009-11-11 | Paper |
VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH
Communications in Contemporary Mathematics | 2009-06-30 | Paper |
A variational inequality arising from American installment call options pricing
Journal of Mathematical Analysis and Applications | 2009-06-23 | Paper |
Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem
Journal of Differential Equations | 2009-03-17 | Paper |
| scientific article; zbMATH DE number 5524410 (Why is no real title available?) | 2009-03-06 | Paper |
A Variational Inequality Arising from European Installment Call Options Pricing
SIAM Journal on Mathematical Analysis | 2009-03-06 | Paper |
Exercise boundary of American-style Asian option
Applied Mathematics and Computation | 2009-01-14 | Paper |
| A parabolic variational inequality arising from the valuation of American interest rate options | 2008-11-24 | Paper |
A variational inequality arising from European option pricing with transaction costs
Science in China. Series A | 2008-09-09 | Paper |
Analysis of exercise boundary of American interest rate option
Applied Mathematics and Mechanics. (English Edition) | 2008-09-01 | Paper |
| The obstacle problem for the pricing of the fixed rate mortgages | 2008-08-06 | Paper |
American put option with regime‐switching volatility (finite time horizon)—Variational inequality approach
Mathematical Methods in the Applied Sciences | 2008-07-24 | Paper |
An one-dimensional two-phase free boundary problem in an angular domain
Nonlinear Analysis. Real World Applications | 2008-02-25 | Paper |
Schauder theory for a parabolic equation in a wedge-shaped domain
Computers & Mathematics with Applications | 2007-11-02 | Paper |
A parabolic variational inequality arising from the valuation of strike reset options
Journal of Differential Equations | 2007-01-09 | Paper |
| scientific article; zbMATH DE number 5050097 (Why is no real title available?) | 2006-08-28 | Paper |
A parabolic variational inequality arising from the valuation of fixed rate mortgages
European Journal of Applied Mathematics | 2006-03-09 | Paper |
Local classical solution of a free boundary problem for a coupled system
Acta Mathematica Scientia. Series B. (English Edition) | 2005-08-25 | Paper |
| scientific article; zbMATH DE number 2150925 (Why is no real title available?) | 2005-04-04 | Paper |
Global classical solution of quasi-stationary Stefan free boundary problem
Applied Mathematics and Computation | 2005-02-22 | Paper |
ONE DIMENSIONAL COMBUSTION FREE BOUNDARY PROBLEM The project supported by the National Natural Science Foundation of China (No. 10371045) and Guangdong Provincial Natural Science Foundation of China (No. 000
Glasgow Mathematical Journal | 2004-09-07 | Paper |
| scientific article; zbMATH DE number 2094831 (Why is no real title available?) | 2004-08-24 | Paper |
| scientific article; zbMATH DE number 2059869 (Why is no real title available?) | 2004-03-17 | Paper |
Global classical solution of Muskat free boundary problem.
Journal of Mathematical Analysis and Applications | 2004-01-26 | Paper |
| scientific article; zbMATH DE number 2013163 (Why is no real title available?) | 2003-12-04 | Paper |
| scientific article; zbMATH DE number 1931141 (Why is no real title available?) | 2003-10-28 | Paper |
Global existence and uniqueness for a hyperbolic system with free boundary
Discrete and Continuous Dynamical Systems | 2003-05-14 | Paper |
Global classical solution of free boundary problem for a coupled system.
Applied Mathematics. Series B (English Edition) | 2003-01-01 | Paper |
| scientific article; zbMATH DE number 1829282 (Why is no real title available?) | 2002-11-14 | Paper |
Two-phase Stefan problem as the limit case of two-phase Stefan problem with kinetic condition
Journal of Differential Equations | 2002-09-17 | Paper |
Singular perturbation for a variational inequality
Applied Mathematics. Series A (Chinese Edition) | 2002-03-04 | Paper |
On a three-dimensional free boundary problem in superconductivity involving mean curvature
Proceedings of the Royal Society of Edinburgh. Section A. Mathematics | 2001-10-10 | Paper |
| scientific article; zbMATH DE number 1532253 (Why is no real title available?) | 2001-07-16 | Paper |
Vanishing specific heat for the classical solutions of a multidimensional Stefan problem with kinetic condition
Quarterly of Applied Mathematics | 2000-08-24 | Paper |
Stefan problem with convection
Applied Mathematics and Computation | 2000-07-27 | Paper |
A free boundary problem of type-I superconductivity
Acta Mathematicae Applicatae Sinica. English Series | 2000-01-25 | Paper |
On a parabolic system with time derivative in the boundary conditions and related free boundary problems
Mathematische Annalen | 1999-10-04 | Paper |
| scientific article; zbMATH DE number 1246416 (Why is no real title available?) | 1999-01-27 | Paper |
Free boundary problem for a viscous compressible flow associated with oxidation of silicon
Acta Mathematica Sinica, English Series | 1998-11-10 | Paper |
| scientific article; zbMATH DE number 1045656 (Why is no real title available?) | 1998-07-19 | Paper |
| scientific article; zbMATH DE number 1069383 (Why is no real title available?) | 1998-06-22 | Paper |
Existance uniqueness and regularity of classical solutions of the mullins—sekerka problem
Communications in Partial Differential Equations | 1998-04-02 | Paper |
Quasi-stationary Stefan problem as limit case of Mullins-Sekerka problem
Science in China. Series A | 1998-03-23 | Paper |
| scientific article; zbMATH DE number 1082960 (Why is no real title available?) | 1998-03-10 | Paper |
Asymptotic behaviour of the solutions of the supercooled Stefan problem
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 1997-11-02 | Paper |
Classical solution of quasi-stationary Stefan problem
Chinese Annals of Mathematics. Series B | 1997-01-20 | Paper |
Classical Verigin problem as a limit case of Verigin problem with surface tension at free boundary
Applied Mathematics. Series B (English Edition) | 1996-12-12 | Paper |
A note on the classical solution of a two-dimensional superconductor free boundary problem
European Journal of Applied Mathematics | 1996-11-07 | Paper |
| scientific article; zbMATH DE number 874410 (Why is no real title available?) | 1996-10-08 | Paper |
A PDE problem arising from calculation of the model for continuous casting of steel
Applied Mathematics. Series B (English Edition) | 1995-06-14 | Paper |
Regularity of the free boundary of a continuous casting problem
Nonlinear Analysis: Theory, Methods & Applications | 1994-09-25 | Paper |
A free boundary problem arising in oil production
Meccanica | 1994-01-31 | Paper |
| scientific article; zbMATH DE number 123344 (Why is no real title available?) | 1993-02-18 | Paper |
| scientific article; zbMATH DE number 4171557 (Why is no real title available?) | 1990-01-01 | Paper |
On a two-phase continuous casting Stefan problem with nonlinear flux
European Journal of Applied Mathematics | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4161323 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4140254 (Why is no real title available?) | 1988-01-01 | Paper |
