| Publication | Date of Publication | Type |
|---|
Targeting attack activity-driven networks
Chaos | 2025-01-14 | Paper |
Stochastic stability of a planner gyropendulum system with synchronous motor driven by Gaussian white noises
International Journal of Structural Stability and Dynamics | 2024-04-26 | Paper |
Impact of colored cross-correlated noises on stochastic resonance and mean extinction rate for a metapopulation system with a multiplicative periodic signal
Chinese Journal of Physics (Taipei) | 2024-03-19 | Paper |
Impact of time delay and a multiplicative periodic signal on stochastic resonance and steady states shift for a stochastic insect outbreak system subjected to Gaussian noises
Chinese Journal of Physics (Taipei) | 2024-03-19 | Paper |
Colored Gaussian noises induced stochastic resonance and stability transition for an insect growth system driven by a multiplicative periodic signal
Chinese Journal of Physics (Taipei) | 2024-03-12 | Paper |
Delay induced steady-state transition and stochastic resonance for an ecological vegetation growth system subjected to multiplicative and additive noises
Chinese Journal of Physics (Taipei) | 2024-03-12 | Paper |
Stochastic resonance for a forest growth system subjected to non-Gaussian noises and a multiplicative periodic signal
Chinese Journal of Physics (Taipei) | 2024-03-07 | Paper |
Mean extinction time and stability for a metapopulation system subjected to correlated Gaussian and non-Gaussian noises
Chinese Journal of Physics (Taipei) | 2024-02-23 | Paper |
Asymptotic behavior and calibration of short-time option prices under the normal tempered stable model
Communications in Statistics: Theory and Methods | 2022-08-01 | Paper |
Pricing and hedging options in normal tempered stable process with 4/2 stochastic volatility
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
Stochastic dynamical characteristics for a time-delayed insect outbreak model driven by correlated multiplicative and additive noises
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
Pricing VIX options with stochastic skew and asymmetric jumps
Applied Mathematics. Series B (English Edition) | 2020-03-25 | Paper |
Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks
Journal of Computational and Applied Mathematics | 2020-03-23 | Paper |
Efficient pricing of European options on two underlying assets by frame duality
Journal of Mathematical Analysis and Applications | 2020-03-09 | Paper |
Probability density and stochastic stability for the coupled Van der Pol oscillator system
Cogent Mathematics & Statistics | 2019-09-10 | Paper |
Time delay and cross-correlated Gaussian noises-induced stochastic stability and regime shift between steady states for an insect outbreak system
International Journal of Biomathematics | 2019-07-01 | Paper |
Pricing VIX derivatives with free stochastic volatility model
Review of Derivatives Research | 2019-06-03 | Paper |
Hedging default risks of CDO tranches in non-homogeneous Markovian contagion models
Applied Mathematics and Computation | 2019-03-21 | Paper |
Pricing VIX options in a stochastic vol-of-vol model
Applied Stochastic Models in Business and Industry | 2019-02-08 | Paper |
Pricing VIX options in a 3/2 plus jumps model
Applied Mathematics. Series B (English Edition) | 2018-10-29 | Paper |
A Bayesian Approach for Adaptively Modulated Signals Recognition in Next-Generation Communications
IEEE Transactions on Signal Processing | 2018-08-22 | Paper |
When \(q\) theory meets large losses risks and agency conflicts
Applied Mathematics. Series B (English Edition) | 2018-07-18 | Paper |
Impact of colored cross-correlated non-Gaussian and Gaussian noises on stochastic resonance and stochastic stability for a metapopulation system driven by a multiplicative signal
Chaos, Solitons and Fractals | 2018-05-31 | Paper |
The interaction of the productivity shocks with the agency problem and investment of the company
| 2018-05-25 | Paper |
Double time-delays induced stochastic dynamical characteristics for a metapopulation system subjected to the associated noises and a multiplicative periodic signal
Chaos, Solitons and Fractals | 2018-02-01 | Paper |
Moment Lyapunov exponent for three-dimensional system under real noise excitation
Applied Mathematics and Mechanics. (English Edition) | 2017-12-15 | Paper |
Impact of two types of time delays and cross-correlated multiplicative and additive noises on stability and stochastic resonance for a metapopulation system
Chaos, Solitons and Fractals | 2017-10-18 | Paper |
Stochastic stability and state shifts for a time-delayed cancer growth system subjected to correlated multiplicative and additive noises
Chaos, Solitons and Fractals | 2017-10-12 | Paper |
Image zooming model based on fractional-order partial differential equation
| 2017-07-14 | Paper |
Ruin probabilities of Markov-modulated jump-diffusion risk model
| 2016-08-10 | Paper |
Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect
Journal of Mathematical Analysis and Applications | 2016-03-04 | Paper |
Pricing VIX option under Heston stochastic volatility model with regime switching
| 2016-01-15 | Paper |
FX options pricing in logarithmic mean-reversion jump-diffusion model with stochastic volatility
Applied Mathematics and Computation | 2016-01-04 | Paper |
Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model
Applied Mathematics and Computation | 2015-03-26 | Paper |
Pricing synthetic CDO with multiparameter Archimedean copula models
Applied Mathematics. Series A (Chinese Edition) | 2014-11-03 | Paper |
Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility
Journal of Mathematical Analysis and Applications | 2014-10-31 | Paper |
Fast Greeks by simulation: the block adjoint method with memory reduction
Journal of Computational and Applied Mathematics | 2014-08-19 | Paper |
The forward-path method for pricing multi-asset American-style options under general diffusion processes
Journal of Computational and Applied Mathematics | 2014-07-17 | Paper |
A European option pricing model in a stochastic and fuzzy environment
Applied Mathematics. Series B (English Edition) | 2014-06-30 | Paper |
Option pricing under default risk based on fractional Ho-Lee stochastic interest rate model
| 2014-06-30 | Paper |
The maximal Lyapunov exponent of a co-dimension two-bifurcation system excited by a bounded noise
Acta Mechanica Sinica | 2014-06-04 | Paper |
The foreign-domestic symmetry formula of FX options in stochastic volatility jump-diffusion models
| 2014-02-28 | Paper |
Pricing permanent convertible bonds in EVG model
Applied Mathematics. Series B (English Edition) | 2013-11-19 | Paper |
A CDO pricing model based on the mixture copula
Applied Mathematics. Series A (Chinese Edition) | 2013-11-19 | Paper |
Pricing formulae for European options under the fractional Vasicek interest rate model
| 2013-01-24 | Paper |
scientific article; zbMATH DE number 6129332 (Why is no real title available?)
| 2013-01-24 | Paper |
Pricing VXX option with default risk and positive volatility skew
European Journal of Operational Research | 2012-12-29 | Paper |
Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem
Applied Mathematics. Series B (English Edition) | 2012-10-05 | Paper |
Complex relationships of web social cluster modeling based on a supernetwork
Journal of Shanghai Jiaotong University (Chinese Edition) | 2012-06-01 | Paper |
Pricing of European option with transaction costs in the fractional Brownian motion environment
| 2012-01-27 | Paper |
Moment Lyapunov exponent for a three dimensional stochastic system
IUTAM Symposium on Nonlinear Stochastic Dynamics and Control | 2011-08-09 | Paper |
Shrunken estimators of seemingly unrelated regression models
| 2011-07-19 | Paper |
Valuation of credit default swaps with contagious default correlation
| 2011-07-19 | Paper |
Linear minimax estimators of estimable functions in multiple Gauss-Markov models with matrix loss functions
| 2011-02-05 | Paper |
Foreign currency option pricing with proportional transaction costs
Applied Mathematics. Series B (English Edition) | 2011-01-29 | Paper |
Weighted estimates for strongly singular integral operators with rough kernels
Applied Mathematics and Mechanics. (English Edition) | 2010-11-23 | Paper |
On reset option pricing in binomial market with both fixed and proportional transaction costs
Applied Mathematics and Computation | 2010-09-01 | Paper |
A semi-fragile watermark scheme based on the logistic chaos sequence and singular value decomposition
| 2010-07-08 | Paper |
Pricing model of interest rate swap with a bilateral default risk
Journal of Computational and Applied Mathematics | 2010-04-21 | Paper |
Empirical analysis on risk of security investment
Applied Mathematics. Series B (English Edition) | 2010-02-12 | Paper |
Portfolio selection at proportional transaction costs
| 2010-02-12 | Paper |
scientific article; zbMATH DE number 5669952 (Why is no real title available?)
| 2010-02-12 | Paper |
New multi-pattern matching algorithm
Journal of Systems Engineering and Electronics | 2009-11-06 | Paper |
An authenticated group key distribution scheme for wireless sensor networks
Journal of Shanghai Jiaotong University (Science) | 2009-06-30 | Paper |
Exotic options pricing formulae with stochastic interest rates
| 2009-03-06 | Paper |
On barrier option pricing in binomial market with transaction costs
Applied Mathematics and Computation | 2007-09-19 | Paper |
scientific article; zbMATH DE number 5160947 (Why is no real title available?)
| 2007-06-04 | Paper |
Application of a graphical model in a real paternity case
| 2007-03-27 | Paper |
The \(p\)-harmonic heat flow with potential into homogeneous spaces
| 2007-01-10 | Paper |
A generalization of exotic options pricing formulae
Journal of Zhejiang University. Science A | 2006-10-09 | Paper |
Protection of mobile location privacy by using blind signature
Journal of Zhejiang University. Science A | 2006-10-09 | Paper |
Pricing American interest rate option on zero-coupon bond numerically
Applied Mathematics and Computation | 2006-04-28 | Paper |
scientific article; zbMATH DE number 5012436 (Why is no real title available?)
| 2006-03-13 | Paper |
The minimax admissibility characterization of non-homogeneous linear estimates of multivariate random regression coefficients and parameters under matrix loss function
| 2006-03-13 | Paper |
Advances in Neural Networks – ISNN 2005
Lecture Notes in Computer Science | 2005-11-23 | Paper |
scientific article; zbMATH DE number 1836109 (Why is no real title available?)
| 2002-11-27 | Paper |
scientific article; zbMATH DE number 1829657 (Why is no real title available?)
| 2002-11-14 | Paper |
scientific article; zbMATH DE number 1462221 (Why is no real title available?)
| 2002-09-03 | Paper |
The \(p\)-harmonic heat flow with potential into homogeneous spaces
Acta Mathematica Sinica, English Series | 2002-08-06 | Paper |
Application of the \(G\) class of functions in the parabolic class
Applied Mathematics. Series B (English Edition) | 2002-01-13 | Paper |
Portfolio optimization model with transaction costs.
Acta Mathematicae Applicatae Sinica. English Series | 2002-01-01 | Paper |
scientific article; zbMATH DE number 1563215 (Why is no real title available?)
| 2001-10-23 | Paper |
An upper estimate of solution for a general class of parabolic equations
Journal of Partial Differential Equations | 2001-10-21 | Paper |
A generalization of rearrangement and matrix product inequalities
Applied Mathematics. Series B (English Edition) | 2001-08-14 | Paper |
The \(G\) class of functions and its applications
Acta Mathematica Sinica, English Series | 2001-07-02 | Paper |
scientific article; zbMATH DE number 1445722 (Why is no real title available?)
| 2001-06-13 | Paper |
Ishikawa iteration process with errors for nonexpansive mappings in uniformly convex Banach spaces
International Journal of Mathematics and Mathematical Sciences | 2000-10-15 | Paper |
scientific article; zbMATH DE number 1382457 (Why is no real title available?)
| 2000-01-03 | Paper |
scientific article; zbMATH DE number 1240850 (Why is no real title available?)
| 1999-08-05 | Paper |
scientific article; zbMATH DE number 1281410 (Why is no real title available?)
| 1999-04-29 | Paper |
The first boundary value problem for quasilinear Elliptic-Parabolic equations with double degenerate
Nonlinear Analysis: Theory, Methods & Applications | 1997-05-26 | Paper |
The elliptic variational inequalities with double degenerate and general growth conditions
Applied Mathematics. Series B (English Edition) | 1996-11-18 | Paper |
scientific article; zbMATH DE number 733892 (Why is no real title available?)
| 1995-06-18 | Paper |
scientific article; zbMATH DE number 169166 (Why is no real title available?)
| 1993-05-16 | Paper |
scientific article; zbMATH DE number 94025 (Why is no real title available?)
| 1993-01-16 | Paper |
scientific article; zbMATH DE number 25588 (Why is no real title available?)
| 1992-06-27 | Paper |
scientific article; zbMATH DE number 4042398 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 3969177 (Why is no real title available?)
| 1985-01-01 | Paper |
Approximating fixed points of nonexpansive mappings
International Journal of Mathematics and Mathematical Sciences | 0001-01-03 | Paper |
