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Pricing arithmetic Asian and Amerasian options: A diffusion operator integral expansion approach 期刊论文
JOURNAL OF FUTURES MARKETS, 2022, 页码: 25
作者:  Ding, Kailin;  Cui, Zhenyu;  Yang, Xiaoguang
收藏  |  浏览/下载：66/0  |  提交时间：2023/02/07
American Asian options  Asian option  diffusion operator integral  series expansion  
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：64/0  |  提交时间：2023/02/07
Option pricing  Discrete barrier options  Jump-diffusion model  Stochastic volatility  Stochastic intensity  
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 卷号: 78, 页码: 81-94
作者:  Huang, Chuangxia;  Zhao, Xian;  Deng, Yunke;  Yang, Xiaoguang;  Yang, Xin
收藏  |  浏览/下载：129/0  |  提交时间：2022/04/02
Complex network  Chinese energy stock market  High-frequency data  Jump volatility  Entropy weight TOPSIS  
High order interface-penalty finite element methods for elliptic interface problems with Robin jump conditions 期刊论文
COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING, 2022, 卷号: 390, 页码: 24
作者:  Li, Xujing;  Zhang, Xiaodi;  Zhou, Xinxin
收藏  |  浏览/下载：111/0  |  提交时间：2022/06/21
Interface problem  Unfitted mesh  Interface-penalty finite element method  Robin jump conditions  Nitsche's method  
ASYMPTOTIC BEHAVIOR OF BV FUNCTIONS AND SETS OF FINITE PERIMETER IN METRIC MEASURE SPACES 期刊论文
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 2021, 卷号: 374, 期号: 11, 页码: 8201-8247
作者:  Eriksson-Bique, Sylvester;  Gill, James T.;  Lahti, Panu;  Shanmugalingam, Nageswari
收藏  |  浏览/下载：110/0  |  提交时间：2022/04/02
Bounded variation  finite perimeter  asymptotic limit  doubling measure  Poincare inequality  least gradient function  
A simple FORCE-type centred scheme accurate for contact discontinuities: Application to compressible Euler flows 期刊论文
COMPUTERS & FLUIDS, 2021, 卷号: 227, 页码: 16
作者:  Hu, Lijun;  Yuan, Li
收藏  |  浏览/下载：127/0  |  提交时间：2021/10/26
Euler equations  Centred schemes  FORCE scheme  Contact discontinuity  Carbuncle phenomenon  Boundary variation diminishing  
A Hybrid Targeted Eno-Thinc Scheme With a Modified BVD Algorithm and its Application in Stiff Detonation 期刊论文
INTERNATIONAL JOURNAL OF COMPUTATIONAL FLUID DYNAMICS, 2021, 页码: 20
作者:  Hou, Zongfu;  Zhao, Kunlei
收藏  |  浏览/下载：134/0  |  提交时间：2021/10/26
Boundary variation diminishing  central-upwind WENO  THINC  reconstruction  Godunov-type method  detonation  
Long-Time Asymptotics for the Focusing Hirota Equation with Non-Zero Boundary Conditions at Infinity Via the Deift-Zhou Approach 期刊论文
MATHEMATICAL PHYSICS ANALYSIS AND GEOMETRY, 2021, 卷号: 24, 期号: 2, 页码: 37
作者:  Chen, Shuyan;  Yan, Zhenya;  Guo, Boling
收藏  |  浏览/下载：176/0  |  提交时间：2021/06/01
Focusing Hirota equation  Non-zero boundary conditions  Inverse scattering  Oscillatory Riemann-Hilbert problem  Nonlinear steepest-descent method  Long-time asymptotics  
An initial-boundary value problem for the general three-component nonlinear Schrodinger equations on a finite interval 期刊论文
IMA JOURNAL OF APPLIED MATHEMATICS, 2021, 卷号: 86, 期号: 3, 页码: 427-489
作者:  Yan, Zhenya
收藏  |  浏览/下载：141/0  |  提交时间：2021/10/26
general three-component nonlinear Schrodinger equations  initial-boundary value problem  inverse scattering  Riemann-Hilbert problem  global relation  Dirichlet and Neumann problems  Gel'fand-Levitan-Marchenko representation  
Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2021, 卷号: 393, 页码: 11
作者:  Li, Min;  Huang, Chengming;  Chen, Ziheng
收藏  |  浏览/下载：147/0  |  提交时间：2021/04/26
Stochastic differential equations with jumps  Compensated projected Euler-Maruyama method  Mean square convergence  C-stability  B-consistency