The following pages link to Kaili Xiang (Q264840):
Displaying 31 items.
- Connecting orbits for Newtonian-like \(N\)-body problems (Q264842) (← links)
- The recursive solution of queue length for \(\mathrm{Geo}/G/1\) queue with \(N\)-policy (Q488893) (← links)
- Recursive solution of queue length distribution for queue with single server vacation and variable input rate (Q639045) (← links)
- Pricing of margin call stock loan based on the FMLS (Q779532) (← links)
- The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model (Q824886) (← links)
- Numerical simulation of blowup in nonlocal reaction-diffusion equations using a moving mesh method (Q1026426) (← links)
- Explicit two-step high-accuracy hybrid methods with minimal phase-lag for \(y^{\prime\prime}= f(x,y)\) and their application to the one-dimensional Schrödinger equation (Q1298508) (← links)
- High accuracy hybrid formula for \(y''= f(x,y)\) (Q1299837) (← links)
- Pricing of two kinds of power options under fractional Brownian motion, stochastic rate, and jump-diffusion models (Q1722471) (← links)
- Stock loan valuation based on the finite moment log-stable process (Q1732317) (← links)
- Performance analysis of a discrete-time \(Geo/G/1\) queue with randomized vacations and at most \(J\) vacations (Q1788762) (← links)
- Shifts, rotations and distributional chaos (Q2203683) (← links)
- Valuation of swing options under a regime-switching mean-reverting model (Q2298579) (← links)
- Efficient option pricing in crisis based on dynamic elasticity of variance model (Q2314728) (← links)
- (Q2876063) (← links)
- On a Moving Mesh Method for Solving Patial Integro-differential Equations (Q3052274) (← links)
- (Q4324543) (← links)
- (Q4327154) (← links)
- (Q4367414) (← links)
- (Q4382690) (← links)
- (Q4508736) (← links)
- American option pricing under financial crisis (Q4620243) (← links)
- (Q4842133) (← links)
- (Q4879591) (← links)
- (Q4921913) (← links)
- (Q4980469) (← links)
- (Q5098197) (← links)
- (Q5715804) (← links)
- <i>N</i>-Fold compound option pricing with technical risk under fractional jump-diffusion model (Q5882833) (← links)
- Partnerships of bidders with constant relative risk aversions (Q6534484) (← links)
- Pricing of power exchange option with jumps under the double risk of exchange and default (Q6534572) (← links)
