| Publication | Date of Publication | Type |
|---|
| An irreversible investment problem with demand on a finite horizon: the optimal investment boundary analysis | 2024-04-30 | Paper |
| A reversible investment problem with capacity and demand in finite horizon: free boundary analysis | 2024-04-23 | Paper |
| A consumption-investment model with state-dependent lower bound constraint on consumption | 2022-08-24 | Paper |
| A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon | 2021-07-15 | Paper |
| Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty | 2020-04-30 | Paper |
| A fully nonlinear free boundary problem arising from optimal dividend and risk control model | 2019-12-18 | Paper |
| Optimal stopping investment with non-smooth utility over an infinite time horizon | 2019-06-21 | Paper |
| Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain | 2018-12-03 | Paper |
| A consumption-investment problem with constraints on minimum and maximum consumption rates | 2018-04-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3132095 | 2018-01-29 | Paper |
| Investment and consumption problem in finite time with consumption constraint | 2017-11-23 | Paper |
| A stochastic control problem and related free boundaries in finance | 2017-10-20 | Paper |
| Optimal investment with stopping in finite horizon | 2017-09-26 | Paper |
| Characterization of stochastic control with optimal stopping in a Sobolev space | 2017-04-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2951230 | 2017-01-06 | Paper |
| An optimal consumption-investment model with constraint on consumption | 2016-10-12 | Paper |
| Free boundary problem of Barenblatt equation in stochastic control | 2016-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2990639 | 2016-08-10 | Paper |
| An irreversible investment problem with maintenance expenditure on a finite horizon: free boundary analysis | 2016-05-30 | Paper |
| Non-trivial \(m\)-quasi-Einstein metrics on quadratic Lie groups | 2016-04-07 | Paper |
| A free boundary problem arising from a stochastic optimal control model under controllable risk | 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 | 2015-04-22 | Paper |
| Debt-equity swap with finite time horizon -- variational inequality approach | 2015-03-27 | Paper |
| Equity value, bankruptcy, and optimal dividend policy with finite maturity -- variational inequality approach with discontinuous coefficient | 2015-03-16 | Paper |
| Dynkin game of convertible bonds and their optimal strategy | 2015-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5498184 | 2015-02-11 | Paper |
| A Free Boundary Problem Arising from a Stochastic Optimal Control Model with Bounded Dividend Rate | 2014-11-12 | Paper |
| Optimal Investment with Stopping in Finite Horizon | 2014-06-26 | Paper |
| Investment, consumption and hedging with lump-sum payoff in finite horizon under incomplete market | 2014-05-22 | Paper |
| The free boundary problem of American butterfly option | 2014-01-29 | Paper |
| A Problem of Singular Stochastic Control with Optimal Stopping in Finite Horizon | 2012-11-29 | Paper |
| Parabolic variational inequality with parameter and gradient constraints | 2011-10-24 | Paper |
| American lookback option with fixed strike price-2-D parabolic variational inequality | 2011-10-21 | Paper |
| Free boundary problem concerning pricing convertible bond | 2011-06-07 | Paper |
| A variational inequality from pricing convertible bond | 2011-05-19 | Paper |
| Finite Horizon Optimal Investment and Consumption with Transaction Costs | 2010-04-28 | Paper |
| A free boundary problem arising from pricing convertible bond | 2010-04-21 | Paper |
| A free boundary problem arising from the valuation of the Russian option | 2009-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3644512 | 2009-11-11 | Paper |
| VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH | 2009-06-30 | Paper |
| A variational inequality arising from American installment call options pricing | 2009-06-23 | Paper |
| Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem | 2009-03-17 | Paper |
| A Variational Inequality Arising from European Installment Call Options Pricing | 2009-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3609512 | 2009-03-06 | Paper |
| Exercise boundary of American-style Asian option | 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 | 2008-09-09 | Paper |
| Analysis of exercise boundary of American interest rate option | 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 | 2008-07-24 | Paper |
| An one-dimensional two-phase free boundary problem in an angular domain | 2008-02-25 | Paper |
| Schauder theory for a parabolic equation in a wedge-shaped domain | 2007-11-02 | Paper |
| A parabolic variational inequality arising from the valuation of strike reset options | 2007-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5482642 | 2006-08-28 | Paper |
| A parabolic variational inequality arising from the valuation of fixed rate mortgages | 2006-03-09 | Paper |
| Local classical solution of a free boundary problem for a coupled system | 2005-08-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4663536 | 2005-04-04 | Paper |
| Global classical solution of quasi-stationary Stefan free boundary problem | 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. 000671). | 2004-09-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4809472 | 2004-08-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4458152 | 2004-03-17 | Paper |
| Global classical solution of Muskat free boundary problem. | 2004-01-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4436343 | 2003-12-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4706089 | 2003-10-28 | Paper |
| Global existence and uniqueness for a hyperbolic system with free boundary | 2003-05-14 | Paper |
| Global classical solution of free boundary problem for a coupled system. | 2003-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3154057 | 2002-11-14 | Paper |
| Two-phase Stefan problem as the limit case of two-phase Stefan problem with kinetic condition | 2002-09-17 | Paper |
| Singular perturbation for a variational inequality | 2002-03-04 | Paper |
| On a three-dimensional free boundary problem in superconductivity involving mean curvature | 2001-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4517657 | 2001-07-16 | Paper |
| Vanishing specific heat for the classical solutions of a multidimensional Stefan problem with kinetic condition | 2000-08-24 | Paper |
| Stefan problem with convection | 2000-07-27 | Paper |
| A free boundary problem of type-I superconductivity | 2000-01-25 | Paper |
| On a parabolic system with time derivative in the boundary conditions and related free boundary problems | 1999-10-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4226571 | 1999-01-27 | Paper |
| Free boundary problem for a viscous compressible flow associated with oxidation of silicon | 1998-11-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4347343 | 1998-07-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356430 | 1998-06-22 | Paper |
| Existance uniqueness and regularity of classical solutions of the mullins—sekerka problem | 1998-04-02 | Paper |
| Quasi-stationary Stefan problem as limit case of Mullins-Sekerka problem | 1998-03-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4365313 | 1998-03-10 | Paper |
| Asymptotic behaviour of the solutions of the supercooled Stefan problem | 1997-11-02 | Paper |
| Classical solution of quasi-stationary Stefan problem | 1997-01-20 | Paper |
| Classical Verigin problem as a limit case of Verigin problem with surface tension at free boundary | 1996-12-12 | Paper |
| A note on the classical solution of a two-dimensional superconductor free boundary problem | 1996-11-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4876881 | 1996-10-08 | Paper |
| A PDE problem arising from calculation of the model for continuous casting of steel | 1995-06-14 | Paper |
| Regularity of the free boundary of a continuous casting problem | 1994-09-25 | Paper |
| A free boundary problem arising in oil production | 1994-01-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4025114 | 1993-02-18 | Paper |
| On a two-phase continuous casting Stefan problem with nonlinear flux | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3196697 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3488606 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3472464 | 1988-01-01 | Paper |
