Search Results

• On Pricing Options Under Two Stochastic Volatility Processes

  Wenjia Xie, Zhongyi Huang

  2024-04-16

  20762 2001 Pages:418-450

• Global Existence of Axisymmetric Pathwise Solutions for Stochastic Three-Dimensional Axisymmetric Navier-Stokes Equations

  Lihuai Du & Ting Zhang

  2019-06-03

  165 63 Pages:447-464

• A Nontrivial Solution to a Stochastic Matrix Equation

  J. Ding & N. H. Rhee

  2018-02-09

  38886 4557 Pages:277-284

• Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients

  Xiaojuan Wu, Siqing Gan

  2023-01-04

  41031 3978 Pages:59-75

• Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes

  Xiaoyi Zhang, Junyi Guo

  2020-05-04

  43734 4700 Pages:22-39

• A New Second-Order One-Step Scheme for Solving Decoupled FBSDES and Optimal Error Estimates

  Yang Li, Jie Yang, Weidong Zhao

  2020-04-01

  42179 3137 Pages:354-380

• An Explicit Second-Order Numerical Scheme to Solve Decoupled Forward Backward Stochastic Equations

  Yu Fu & Weidong Zhao

  2018-02-09

  38269 4399 Pages:368-385

• The Application of Deterministic and Random SEQIR Models in COVID-19 Pandemic and the Study of Threshold Behavior

  Yaxin Zhou, Daqing Jiang

  2025-06-06

  5300 454 Pages:493-519

• Artificial Boundary Method for European Pricing Option Problem

  Hongshan Li, Zhongyi Huang

  2020-08-15

  48453 3160 Pages:746-773