| Publication | Date of Publication | Type |
|---|
Dynamic Risk Factors and An Intertemporal Capital Asset Pricing
Applied Mathematical Finance | 2025-10-30 | Paper |
Mathematical analysis of an acid induced cancer invasion model-the existence of traveling wave
SIAM Journal on Mathematical Analysis | 2025-09-23 | Paper |
Classification of ground states to a weakly-coupled elliptic system
Communications in Information and Systems | 2025-08-26 | Paper |
Propagation phenomena for a nonlocal reaction-diffusion model with bounded phenotypic traits
Journal of Differential Equations | 2024-11-05 | Paper |
Steady states of thin-film equations with van der Waals force with mass constraint
European Journal of Applied Mathematics | 2024-10-23 | Paper |
Variational inequalities arising from credit rating migration with buffer zone
European Journal of Applied Mathematics | 2024-10-23 | Paper |
Multiple-peak traveling waves of the Gray-Scott model
Mathematics in Applied Sciences and Engineering | 2024-07-19 | Paper |
An implicit scheme for American put options
Journal of Scientific Computing | 2023-10-25 | Paper |
Penalty method for portfolio selection with capital gains tax
Mathematical Finance | 2023-09-28 | Paper |
Asymptotic analysis of long‐term investment with two illiquid and correlated assets
Mathematical Finance | 2023-09-28 | Paper |
Asymptotic propagation speeds of the Fisher-KPP equation with an effective boundary condition on a road
Archive for Rational Mechanics and Analysis | 2023-04-12 | Paper |
Pricing the Excess Volatility in Foreign Exchange Risk Premium and Forward Rate Bias
Applied Mathematical Finance | 2023-02-28 | Paper |
| Free boundary problem with a nonlocal kernel | 2023-01-30 | Paper |
Non-variational radial solutions to a singular elliptic Dirichlet problem on the disk with Leray potential
Journal of Fixed Point Theory and Applications | 2022-12-19 | Paper |
A double obstacle model for pricing bi-leg defaultable interest rate swaps
European Journal of Applied Mathematics | 2022-12-08 | Paper |
Higher-order regularity of the free boundary in the inverse first-passage problem
SIAM Journal on Mathematical Analysis | 2022-08-30 | Paper |
A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under Different Upgrade and Downgrade Thresholds
SIAM Journal on Financial Mathematics | 2021-09-08 | Paper |
Pulsating waves in a dissipative medium with delta sources on a periodic lattice
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2021-05-27 | Paper |
A new weak solution to an optimal stopping problem
Discrete and Continuous Dynamical Systems. Series B | 2021-05-20 | Paper |
Asymptotic behaviors of a free boundary raised from corporate bond evaluation with credit rating migration risks
Interfaces and Free Boundaries | 2021-02-09 | Paper |
Spreading speed in a farmers and hunter-gatherers model arising from Neolithic transition in Europe
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2020-10-16 | Paper |
Boundary spike of the singular limit of an energy minimizing problem
Discrete and Continuous Dynamical Systems | 2020-03-30 | Paper |
Phase transitions and bump solutions of the Keller-Segel model with volume exclusion
SIAM Journal on Applied Mathematics | 2020-01-17 | Paper |
Analysis of an optimal stopping problem arising from hedge fund investing
Journal of Mathematical Analysis and Applications | 2019-11-28 | Paper |
Numerical method for multi-alleles genetic drift problem
SIAM Journal on Numerical Analysis | 2019-09-02 | Paper |
Asymptotic behavior of optimal exercise strategy for a small number of executive stock options
Journal of Mathematical Analysis and Applications | 2019-05-17 | Paper |
On balanced growth path solutions of a knowledge diffusion and growth model
SIAM Journal on Financial Mathematics | 2019-05-14 | Paper |
Utility maximization under trading constraints with discontinuous utility
SIAM Journal on Financial Mathematics | 2019-05-14 | Paper |
Traveling Wave to Non-KPP Isothermal Diffusion Systems: Existence of Minimum Speed and Sharp Bounds
SIAM Journal on Mathematical Analysis | 2019-04-30 | Paper |
Existence of traveling waves of general Gray-Scott models
Journal of Dynamics and Differential Equations | 2018-11-06 | Paper |
Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations
Applied Mathematical Finance | 2018-09-12 | Paper |
A variational inequality arising from optimal exercise perpetual executive stock options
European Journal of Applied Mathematics | 2018-07-13 | Paper |
Exponential decay of a thermoelastic system for a thin plate under periodic sunlight
Journal of Mathematical Analysis and Applications | 2018-05-09 | Paper |
Mathematical analysis of a variational inequality modelling perpetual executive stock options
European Journal of Applied Mathematics | 2017-11-24 | Paper |
Longtime behavior of solutions of a SIS epidemiological model
SIAM Journal on Mathematical Analysis | 2017-10-12 | Paper |
Traveling pulses in a nonlocal equation arising near a saddle-node infinite cycle bifurcation
SIAM Journal on Applied Mathematics | 2017-08-18 | Paper |
On a cross-diffusion system modeling vegetation spots and strips in a semi-arid or arid landscape
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2017-06-30 | Paper |
The existence of minimum speed of traveling wave solutions to a non-KPP isothermal diffusion system
Journal of Differential Equations | 2017-05-08 | Paper |
Dynamics of spike in a Keller-Segel's minimal chemotaxis model
Discrete and Continuous Dynamical Systems | 2017-01-09 | Paper |
Spectral analysis for stability of bubble steady states of a Keller-Segel's minimal chemotaxis model
Journal of Mathematical Analysis and Applications | 2016-10-14 | Paper |
Convergence rate of free boundary of numerical scheme for American option
Discrete and Continuous Dynamical Systems. Series B | 2016-09-30 | Paper |
Existence of infinitely many spike solutions for a critical Hénon type biharmonic equation
Journal of Mathematical Analysis and Applications | 2016-05-04 | Paper |
Existence of traveling waves of auto-catalytic systems with decay
Journal of Differential Equations | 2016-04-08 | Paper |
Existence and uniqueness of global classical solutions of a gradient flow of the Landau-de Gennes energy
Proceedings of the American Mathematical Society | 2016-03-03 | Paper |
Long time behavior of solutions of a reaction-diffusion equation on unbounded intervals with Robin boundary conditions
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 2015-12-23 | Paper |
On minimizing drawdown risks of lifetime investments
Insurance Mathematics & Economics | 2015-12-14 | Paper |
Existence, uniqueness, and stability of bubble solutions of a chemotaxis model
Discrete and Continuous Dynamical Systems | 2015-09-15 | Paper |
Infinitely many spike solutions for the Hénon equation with critical growth
Journal of Differential Equations | 2015-08-18 | Paper |
Regularity of free boundary arising from optimal exercise of perpetual executive stock options
Interfaces and Free Boundaries | 2015-08-06 | Paper |
Infinitely many spiky solutions for a Hénon type biharmonic equation with critical growth
Advanced Nonlinear Studies | 2015-08-05 | Paper |
Corrigendum: ``Dynamics of a reaction-diffusion-advection model for two competing species''
Discrete and Continuous Dynamical Systems | 2014-12-02 | Paper |
Stability of spiky solution of Keller-Segel's minimal chemotaxis model
Journal of Differential Equations | 2014-09-12 | Paper |
An eigenvalue problem arising from spiky steady states of a minimal chemotaxis model
Journal of Mathematical Analysis and Applications | 2014-07-16 | Paper |
Analysis of the Cahn-Hilliard equation with a relaxation boundary condition modeling the contact angle dynamics
Archive for Rational Mechanics and Analysis | 2014-06-06 | Paper |
A new approach to importance sampling in Taylor's stochastic volatility model
Communications in Statistics. Simulation and Computation | 2014-05-19 | Paper |
Regularity of expanding front and its application to solidification/melting in undercooled liquid/superheated solid
Interfaces and Free Boundaries | 2014-05-02 | Paper |
Characterization of optimal strategy for multiasset investment and consumption with transaction costs
SIAM Journal on Financial Mathematics | 2014-01-23 | Paper |
Effects of white noise in multistable dynamics
Discrete and Continuous Dynamical Systems. Series B | 2013-11-12 | Paper |
Effects of diffusion and advection on the smallest eigenvalue of an elliptic operator and their applications
Indiana University Mathematics Journal | 2013-04-25 | Paper |
Traveling waves of a non-local conservation law.
Differential and Integral Equations | 2013-03-21 | Paper |
Nonconvexity of the optimal exercise boundary for an American put option on a dividend-paying asset
Mathematical Finance | 2013-02-28 | Paper |
Effective contact angle for rough boundary
Physica D | 2013-01-30 | Paper |
Effective boundary conditions resulting from anisotropic and optimally aligned coatings: the two dimensional case
Archive for Rational Mechanics and Analysis | 2012-11-26 | Paper |
Interface conditions for a phase field model with anisotropic and non-local interactions
Archive for Rational Mechanics and Analysis | 2012-11-05 | Paper |
Analytical and numerical results for an escape problem
Archive for Rational Mechanics and Analysis | 2012-11-05 | Paper |
Regularity of the free boundary for the American put option
Discrete and Continuous Dynamical Systems. Series B | 2012-09-12 | Paper |
Dead-core rates for the porous medium equation with a strong absorption
Discrete and Continuous Dynamical Systems. Series B | 2012-09-12 | Paper |
Dynamics of a reaction-diffusion-advection model for two competing species
Discrete and Continuous Dynamical Systems | 2012-08-30 | Paper |
A Tikhonov regularization for the inverse nodal problem for \(p\)-Laplacian
Journal of Mathematical Analysis and Applications | 2012-08-08 | Paper |
Uniform asymptotic expansions of solutions of an inhomogeneous equation
Journal of Differential Equations | 2012-07-04 | Paper |
Singular limit of an energy minimizer arising from dewetting thin film model with Van der waal, born repulsion and surface tension forces
Calculus of Variations and Partial Differential Equations | 2012-04-26 | Paper |
Asymptotic analysis for the narrow escape problem
SIAM Journal on Mathematical Analysis | 2012-02-22 | Paper |
Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions
The Annals of Applied Probability | 2012-01-04 | Paper |
| New results for the American put option | 2011-11-25 | Paper |
Motion by curvature of planar curves with end points moving freely on a line
Mathematische Annalen | 2011-06-03 | Paper |
Far-from-expiry behavior of the American put option on a dividend-paying asset
Proceedings of the American Mathematical Society | 2011-03-10 | Paper |
Mass conserving Allen-Cahn equation and volume preserving mean curvature flow
Interfaces and Free Boundaries | 2011-03-10 | Paper |
Analytical and numerical results for first escape time in 2D
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2011-03-03 | Paper |
Self-motion of camphor discs: model and analysis
Networks and Heterogeneous Media | 2010-03-10 | Paper |
Traveling waves of a curvature flow in almost periodic media
Journal of Differential Equations | 2009-11-05 | Paper |
Travelling waves of auto-catalytic chemical reaction of general order-an elliptic approach
Journal of Differential Equations | 2009-05-05 | Paper |
Propagation of Local Disturbances in Reaction Diffusion Systems Modeling Quadratic Autocatalysis
SIAM Journal on Applied Mathematics | 2009-03-16 | Paper |
Viscosity solutions of discontinuous Hamilton-Jacobi equations
Interfaces and Free Boundaries | 2009-01-29 | Paper |
Numerical Tests of a Phase Field Model with Second Order Accuracy
SIAM Journal on Applied Mathematics | 2008-12-22 | Paper |
An application of the modular function in nonlocal variational problem
Archive for Rational Mechanics and Analysis | 2008-10-20 | Paper |
Traveling waves in discrete periodic media for bistable dynamics
Archive for Rational Mechanics and Analysis | 2008-10-16 | Paper |
Evolution of conditional dispersal: a reaction-diffusion-advection model
Journal of Mathematical Biology | 2008-08-18 | Paper |
A Parabolic-Hyperbolic Quasilinear System
Communications in Partial Differential Equations | 2008-08-07 | Paper |
Steady states of a strongly coupled prey-predator model
Discrete and Continuous Dynamical Systems | 2008-07-29 | Paper |
Principal eigenvalue and eigenfunctions of an elliptic operator with large advection and its application to a competition model
Indiana University Mathematics Journal | 2008-07-01 | Paper |
CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET
Mathematical Finance | 2008-05-22 | Paper |
Sharp Estimates on Minimum Travelling Wave Speed of Reaction Diffusion Systems Modelling Autocatalysis
SIAM Journal on Mathematical Analysis | 2008-03-27 | Paper |
Traveling waves with paraboloid like interfaces for balanced bistable dynamics
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 2008-01-14 | Paper |
Traveling waves with paraboloid like interfaces for balanced bistable dynamics
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 2008-01-14 | Paper |
Boundedness of global solutions of a supercritical parabolic equation
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2007-12-21 | Paper |
Explicit stationary solutions in multiple well dynamics and non-uniqueness of interfacial energy densities
European Journal of Applied Mathematics | 2007-10-22 | Paper |
A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options
SIAM Journal on Mathematical Analysis | 2007-09-24 | Paper |
Optimal payment of mortgages
European Journal of Applied Mathematics | 2007-09-06 | Paper |
Entire solutions of reaction—diffusion equations with balanced bistable nonlinearities
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 2007-08-23 | Paper |
Singular solutions of parabolic $p$-Laplacian with absorption
Transactions of the American Mathematical Society | 2007-08-09 | Paper |
A strongly coupled predator-prey system with non-monotonic functional response
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2007-06-29 | Paper |
