| Publication | Date of Publication | Type |
|---|
The effect of perceptions competition and learning costs on cooperation in spatial evolutionary multigames
Chaos, Solitons and Fractals | 2022-11-18 | Paper |
Pricing of variance swap rates and investment decisions of variance swaps: evidence from a three-factor model
European Journal of Operational Research | 2022-07-22 | Paper |
Evolutionary dynamics of the interdependent security games on complex network
Applied Mathematics and Computation | 2021-11-10 | Paper |
Influence of precaution and dynamic post-indemnity based insurance policy on controlling the propagation of epidemic security risks in networks
Applied Mathematics and Computation | 2021-04-14 | Paper |
Dynamic asset allocation with uncertain jump risks: a pathwise optimization approach
Mathematics of Operations Research | 2020-03-12 | Paper |
Hybrid model of bacterial biofilm growth
Bulletin of Mathematical Biology | 2020-02-21 | Paper |
Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix
European Journal of Operational Research | 2017-11-23 | Paper |
| Common fixed points for four mappings satisfying contractive conditions of integral type on \(W\)-spaces | 2016-08-10 | Paper |
A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction
European Journal of Operational Research | 2015-07-28 | Paper |
Reclaiming quasi-Monte Carlo efficiency in portfolio value-at-risk simulation through Fourier transform
Management Science | 2012-02-21 | Paper |
Probabilistic Error Bounds for Simulation Quantile Estimators
Management Science | 2012-02-19 | Paper |
| A research on the methods of generalized predictive control for anti-surge of centrifugal air compressor | 2011-08-25 | Paper |
Taxation and Transaction Costs in a General Equilibrium Asset Economy
Applied and Numerical Harmonic Analysis | 2009-01-28 | Paper |
A STATE‐SPACE PARTITIONING METHOD FOR PRICING HIGH‐DIMENSIONAL AMERICAN‐STYLE OPTIONS
Mathematical Finance | 2007-11-21 | Paper |
On the convergence rate of ordinal comparisons of random variables
IEEE Transactions on Automatic Control | 2002-07-21 | Paper |
The second fundamental theorem of asset pricing
Mathematical Finance | 2001-11-26 | Paper |
Optimal investment in derivative securities
Finance and Stochastics | 2001-09-16 | Paper |
Consumption and portfolio turnpike theorems in a continuous-time finance model
Journal of Economic Dynamics and Control | 1998-08-13 | Paper |
| scientific article; zbMATH DE number 1150438 (Why is no real title available?) | 1998-05-07 | Paper |
Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales
Journal of Mathematical Economics | 1998-04-13 | Paper |
On the speed of convergence for the queue length process of the GI/G/K system in heavy traffic
Journal of Applied Probability | 1990-01-01 | Paper |
On berry–esseen rate for queue length of the GI/G/K system in heavy traffic
Journal of Applied Probability | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4011622 (Why is no real title available?) | 1986-01-01 | Paper |
