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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：59/0  |  提交时间：2023/02/07
American Asian options  Asian option  diffusion operator integral  series expansion  
HOLDER CONTINUITY OF SOLUTIONS FOR A CLASS OF DRIFT-DIFFUSION EQUATIONS 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, 2022, 页码: 29
作者:  Nguyen, Quoc-Hung;  Sire, Yannick;  Truong, Le Xuan
收藏  |  浏览/下载：58/0  |  提交时间：2023/02/07
Drift-diffusion equations  dissipative SQG  regularity  De Giorgi method  
Simultaneous identification of diffusion coefficient, spacewise dependent source and initial value for one-dimensional heat equation 期刊论文
MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2017, 卷号: 40, 期号: 10, 页码: 3552-3565
作者:  Zhao, Zhi-Xue;  Banda, Mapundi K.;  Guo, Bao-Zhu
浏览  |  Adobe PDF(475Kb)  |  收藏  |  浏览/下载：535/166  |  提交时间：2018/07/30
Inverse Problem  Matrix Pencil Method  Finite Difference Method  Truncated Singular Value Decomposition  Generalized Cross-validation  
A characterization of the rate of change of Phi-entropy via an integral form curvature-dimension condition 期刊论文
ADVANCES IN GEOMETRY, 2016, 卷号: 16, 期号: 3, 页码: 277-290
作者:  Luo, Dejun
收藏  |  浏览/下载：115/0  |  提交时间：2018/07/30
Heat equation  Phi-entropy  curvature-dimension condition  second fundamental form  reflecting diffusion semigroup