| Publication | Date of Publication | Type |
|---|
Markov chain approximation approach to European option pricing in the presence of proportional transaction costs and regime-switching
Numerical Algebra, Control and Optimization | 2025-02-17 | Paper |
Improvement of the fast clustering algorithm improved by K-means in the big data
Applied Mathematics and Nonlinear Sciences | 2023-03-17 | Paper |
Accurate image segmentation based on adaptive distance regularization level set method
International Journal of Wavelets, Multiresolution and Information Processing | 2022-11-25 | Paper |
Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model
Applied Numerical Mathematics | 2018-09-07 | Paper |
Investment and consumption in regime-switching models with proportional transaction costs and log utility
Mathematical Control and Related Fields | 2017-07-12 | Paper |
A tree approach to options pricing under regime-switching jump diffusion models
International Journal of Computer Mathematics | 2016-04-29 | Paper |
Optimal investment and consumption with proportional transaction costs in regime-switching model
Journal of Optimization Theory and Applications | 2014-12-15 | Paper |
Numerical schemes for option pricing in regime-switching jump diffusion models
International Journal of Theoretical and Applied Finance | 2014-04-25 | Paper |
| Solutions to a partial integro-differential parabolic system arising in the pricing of financial options in regime-switching jump diffusion models | 2014-04-14 | Paper |
A fast implementation algorithm of TV inpainting model based on operator splitting method
Computers and Electrical Engineering | 2012-10-25 | Paper |
Upper and Lower Solutions for Regime-Switching Diffusions with Applications in Financial Mathematics
SIAM Journal on Applied Mathematics | 2011-11-10 | Paper |
| scientific article; zbMATH DE number 5954101 (Why is no real title available?) | 2011-10-05 | Paper |
Blind image deconvolution based on Gibbs distribution
Journal of Computer Applications | 2010-02-20 | Paper |
| Boundedness and exponential stability of highly nonlinear stochastic differential equations | 2009-12-07 | Paper |
| Boundedness and exponential stability of highly nonlinear stochastic differential equations | 2009-12-07 | Paper |
| Information fusion technology for FSINS/DR/Beidou double-star in land fighting-vehicle | 2009-10-12 | Paper |
Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model
SIAM Journal on Applied Mathematics | 2009-06-22 | Paper |
| On the braided monoidal categories of \(T\)-smash products \(A\bowtie_TH\). | 2009-03-06 | Paper |
Option pricing in a regime-switching model using the fast Fourier transform
Journal of Applied Mathematics and Stochastic Analysis | 2008-08-15 | Paper |
A Near-Optimal Selling Rule for a Two-Time-Scale Market Model
Multiscale Modeling & Simulation | 2005-10-06 | Paper |
NEARLY OPTIMAL CONTROL OF NONLINEAR MARKOVIAN SYSTEMS SUBJECT TO WEAK AND STRONG INTERACTIONS
Stochastic Analysis and Applications | 2003-06-01 | Paper |
| scientific article; zbMATH DE number 1867105 (Why is no real title available?) | 2003-03-24 | Paper |
Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach
SIAM Journal on Optimization | 2003-01-05 | Paper |
| scientific article; zbMATH DE number 1944271 (Why is no real title available?) | 2003-01-01 | Paper |
Nearly optimal control of singularly perturbed Markov decision processes in discrete time
Applied Mathematics and Optimization | 2002-08-25 | Paper |
Singularly perturbed Markov decision processes with inclusion of transient states.
Journal of Systems Science and Complexity | 2002-07-30 | Paper |
Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time.
Automatica | 2002-01-01 | Paper |
| scientific article; zbMATH DE number 1234074 (Why is no real title available?) | 1999-01-11 | Paper |
| scientific article; zbMATH DE number 853783 (Why is no real title available?) | 1996-03-10 | Paper |
