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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  
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：56/0  |  提交时间：2023/02/07
Option pricing  Discrete barrier options  Jump-diffusion model  Stochastic volatility  Stochastic intensity  
A class of finite element methods with averaging techniques for solving the three-dimensional drift-diffusion model in semiconductor device simulations 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 458, 页码: 24
作者:  Zhang, Qianru;  Wang, Qin;  Zhang, Linbo;  Lu, Benzhuo
收藏  |  浏览/下载：57/0  |  提交时间：2023/02/07
Three-dimensional drift -diffusion model  Averaging technique  Finite element method  Semiconductor device  
Analysis of a reaction-diffusion system about West Nile virus with free boundaries in the almost periodic heterogeneous environment 期刊论文
ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND PHYSIK, 2022, 卷号: 73, 期号: 2, 页码: 27
作者:  Cheng, Chengcheng;  Zheng, Zuohuan
收藏  |  浏览/下载：130/0  |  提交时间：2022/04/29
Almost periodic  Free boundary  Principal Lyapunov exponent  Spreading-vanishing  Asymptotic spreading speed  
The emergence of triads on signed social network 期刊论文
EUROPEAN PHYSICAL JOURNAL PLUS, 2022, 卷号: 137, 期号: 3, 页码: 8
作者:  Li, Zhenpeng;  Tang, Xijin
收藏  |  浏览/下载：104/0  |  提交时间：2022/04/29
Ergodic inventory control with diffusion demand and general ordering costs 期刊论文
OPERATIONS RESEARCH LETTERS, 2021, 卷号: 49, 期号: 4, 页码: 578-585
作者:  Wei, Bo;  Yao, Dacheng
收藏  |  浏览/下载：143/0  |  提交时间：2021/10/26
Stochastic inventory model  General ordering costs  Diffusion process  (s, S) policy  Impulse control  
A stabilized finite element method for the Poisson-Nernst-Planck equations in three-dimensional ion channel simulations 期刊论文
APPLIED MATHEMATICS LETTERS, 2021, 卷号: 111, 页码: 9
作者:  Wang, Qin;  Li, Hongliang;  Zhang, Linbo;  Lu, Benzhuo
收藏  |  浏览/下载：182/0  |  提交时间：2021/01/14
Poisson-Nernst-Planck  Stabilized finite element method  SUPG  interior penalty  
Spatial propagation in an epidemic model with nonlocal diffusion: The influences of initial data and dispersals 期刊论文
SCIENCE CHINA-MATHEMATICS, 2020, 页码: 30
作者:  Xu, Wen-Bing;  Li, Wan-Tong;  Ruan, Shigui
收藏  |  浏览/下载：126/0  |  提交时间：2021/01/14
nonlocal dispersal  epidemic model  spreading speed  initial data  dispersal kernel  
Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 5, 页码: 2675-2692
作者:  Hong, Jialin;  Huang, Chuying;  Kamrani, Minoo;  Wang, Xu
收藏  |  浏览/下载：155/0  |  提交时间：2020/06/30
Cox-Ingersoll-Ross model  Fractional Brownian motion  Backward Euler scheme  Optimal strong convergence rate  Malliavin calculus  
Dividend optimization for jump-diffusion model with solvency constraints 期刊论文
OPERATIONS RESEARCH LETTERS, 2020, 卷号: 48, 期号: 2, 页码: 170-175
作者:  Li, Yongwu;  Li, Zhongfei;  Wang, Shouyang;  Xu, Zuo Quan
收藏  |  浏览/下载：138/0  |  提交时间：2020/06/30
Dividend payment  Jump-diffusion  Solvency constraints  Barrier strategy  Partial integro-differential equation