The following pages link to Peimin Chen (Q931005):
Displayed 14 items.
- A multiscale method for semilinear elliptic equations (Q931006) (← links)
- The optimal dividend payout model with terminal values and its application (Q1992849) (← links)
- Numerical method for a system of PIDEs arising in American contingent claims under FMLS model with jump diffusion and regime-switching process (Q2046979) (← links)
- Relative performance concern on DC pension plan under Heston model with inflation risk (Q2217821) (← links)
- Efficient option pricing in crisis based on dynamic elasticity of variance model (Q2314728) (← links)
- (Q2729821) (← links)
- Variant code transformations for linear quadtrees (Q4795091) (← links)
- DCC-GARCH Model for Market and Firm-Level Dynamic Correlation in S&P 500 (Q5139580) (← links)
- Stochastic optimal control on dividend policies with bankruptcy (Q5238199) (← links)
- (Q5439684) (← links)
- (Q5442357) (← links)
- <i>N</i>-Fold compound option pricing with technical risk under fractional jump-diffusion model (Q5882833) (← links)
- The optimal investment problem with inflation and liquidity risk (Q6079953) (← links)
- Optimal impulse dividend and capital injection model with proportional and fixed transaction costs (Q6180760) (← links)