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Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity 期刊论文
COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 页码: 25
作者:  Duan, Pingtao;  Liu, Yuting;  Ma, Zhiming
收藏  |  浏览/下载：72/0  |  提交时间：2023/02/07
Option pricing  Discrete barrier options  Jump-diffusion model  Stochastic volatility  Stochastic intensity  
Data completion algorithms and their applications in inverse acoustic scattering with limited-aperture backscattering data 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 469, 页码: 17
作者:  Dou, Fangfang;  Liu, Xiaodong;  Meng, Shixu;  Zhang, Bo
收藏  |  浏览/下载：92/0  |  提交时间：2023/02/07
Inverse acoustic scattering  Limited aperture  Backscattering data  Data completion  Direct sampling method  Factorization method  
Uniqueness of a Planar Contact Discontinuity for 3D Compressible Euler System in a Class of Zero Dissipation Limits from Navier-Stokes-Fourier System 期刊论文
COMMUNICATIONS IN MATHEMATICAL PHYSICS, 2021, 页码: 32
作者:  Kang, Moon-Jin;  Vasseur, Alexis F.;  Wang, Yi
收藏  |  浏览/下载：138/0  |  提交时间：2021/10/26
Inverse electromagnetic obstacle scattering problems with multi-frequency sparse backscattering far field data 期刊论文
Inverse Problems, 2020, 卷号: 36, 期号: 10
作者:  Arens,Tilo;  Ji,Xia;  Liu,Xiaodong
收藏  |  浏览/下载：135/0  |  提交时间：2021/01/14
electromagnetic obstacle scattering  sparse backscattering data  uniqueness  direct sampling methods  
Integral representations for binomial sums of chances of winning 期刊论文
ARS MATHEMATICA CONTEMPORANEA, 2017, 卷号: 12, 期号: 2, 页码: 329-336
作者:  Dong, Zhao;  Li, Wenbo V.;  Song, Chunwei
收藏  |  浏览/下载：200/0  |  提交时间：2018/07/30
Binomial sum  integral representation  probabilistic analysis  unbalanced coin  
THE INVISCID LIMIT TO A CONTACT DISCONTINUITY FOR THE COMPRESSIBLE NAVIER-STOKES-FOURIER SYSTEM USING THE RELATIVE ENTROPY METHOD 期刊论文
SIAM JOURNAL ON MATHEMATICAL ANALYSIS, 2015, 卷号: 47, 期号: 6, 页码: 4350-4359
作者:  Vasseur, Alexis;  Wang, Yi
收藏  |  浏览/下载：205/0  |  提交时间：2018/07/30
contact discontinuity  inviscid limit  compressible Navier-Stokes-Fourier system  relative entropy method  
Local well-posedness of the viscous rotating shallow water equations with a term of capillarity 期刊论文
ZAMM-ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK, 2010, 卷号: 90, 期号: 6, 页码: 489-501
作者:  Wu, Gang;  Zhang, Bo
收藏  |  浏览/下载：128/0  |  提交时间：2018/07/30
Rotating shallow water equations  capillarity  Fourier localization  local well-posedness