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نمایش تعداد 1-10 از 140

Development of fluorescent and luminescent probes for reactive oxygen species

نوع: Journal Paper

نویسنده : Huai-Song Wang

سال: 2016

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Pricing options under jump diffusion processes with fitted finite volume method

نوع: Journal Paper

نویسنده : Kai Zhang; Song Wang

سال: 2008

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A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing

نوع: Journal Paper

نویسنده : Wen Chen; Song Wang

سال: 2017

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Convergence of a fitted finite volume method for the penalized Black–Scholes equation governing European and American Option pricing

نوع: Journal Paper

نویسنده : Lutz Angermann; Song Wang

سال: 2007

Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing

نوع: Journal Paper

نویسنده : Song Wang; Wen Li

سال: 2015

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An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering

نوع: Journal Paper

نویسنده : Song Wang; Kai Zhang

سال: 2016

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A finite difference method for pricing European and American options under a geometric Lévy process

نوع: Journal Paper

نویسنده : Wen Chen; Song Wang

سال: 2014

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Magnetic properties and heavy metal pollution of soils in the vicinity of a cement plant, Xuzhou (China)

نوع: Journal Paper

نویسنده : Xue Song Wang

سال: 2013

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The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: Upper bounds for extended domains

نوع: Journal Paper

نویسنده : Steven Richardson; Song Wang

سال: 2009

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A computational scheme for uncertain volatility model in option pricing

نوع: Journal Paper

نویسنده : Kai Zhang; Song Wang

ناشر: Elsevier Science

سال: 2009

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Development of fluorescent and luminescent probes for reactive oxygen species

Pricing options under jump diffusion processes with fitted finite volume method

A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing

Convergence of a fitted finite volume method for the penalized Black–Scholes equation governing European and American Option pricing

Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing

An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering

A finite difference method for pricing European and American options under a geometric Lévy process

Magnetic properties and heavy metal pollution of soils in the vicinity of a cement plant, Xuzhou (China)

The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: Upper bounds for extended domains

A computational scheme for uncertain volatility model in option pricing

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Development of fluorescent and luminescent probes for reactive oxygen species

Pricing options under jump diffusion processes with fitted finite volume method

A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing

Convergence of a fitted finite volume method for the penalized Black–Scholes equation governing European and American Option pricing

Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing

An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering

A finite difference method for pricing European and American options under a geometric Lévy process

Magnetic properties and heavy metal pollution of soils in the vicinity of a cement plant, Xuzhou (China)

The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: Upper bounds for extended domains

A computational scheme for uncertain volatility model in option pricing