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Exponential stability of stochastic cellular neural networks with mixed delays Journal article
Communications in Statistics - Theory and Methods, 2018,Volume: 47,Issue: 19,Page: 4881-4894
Authors:  Xiaofei Li;  Deng Ding;  Di Sang
Favorite  |  View/Download:5/0  |  Submit date:2019/05/22
Almost Sure Exponential Stability  Delays  Inequality Techniques  Pth Moment Exponential Stability  Stochastic Cellular Neural Networks  
A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models Journal article
Journal of Scientific Computing, 2017,Volume: 75,Issue: 3,Page: 1633-1655
Authors:  Siu-Long Lei;  Wenfei Wang;  Xu Chen;  Deng Ding
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American Options  Fast Preconditioned Penalty Method  Linear Complementarity Problems  Nonlinear Tempered Fractional Partial Differential Equations  Regime-switching Lévy Process  Unconditional Stability  
Mean square exponential stability of stochastic Hopfield neural networks with mixed delays Journal article
Statistics and Probability Letters, 2017,Volume: 126,Page: 88-96
Authors:  Xiaofei Li;  Deng Ding
Favorite  |  View/Download:13/0  |  Submit date:2018/10/30
Mean Square Exponential Stability  Stochastic Hopfield Neural Network  Itô’s Formula  Delay  
Determining the integrated volatility via limit order books with multiple records Journal article
Quantitative Finance, 2017,Volume: 17,Issue: 11,Page: 1697-1714
Authors:  YIQI LIU;  QIANG LIU;  ZHI LIU;  DENG DING
Favorite  |  View/Download:7/0  |  Submit date:2019/05/22
High-frequency Data  Integrated Volatility  Limit Order Books  Microstructure Noise  Multiple Records  
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation Journal article
Computers and Mathematics with Applications, 2017,Volume: 73,Issue: 9,Page: 1932-1944
Authors:  Xu Chen;  Wenfei Wang;  Deng Ding;  Siu-Long Lei
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American Options  Hamilton–jacobi–bellman Equation  Preconditioner  Tempered Fractional Derivative  Unconditional Stability  
Certain Subclasses of Multivalent Functions Defined by Higher-Order Derivative Journal article
Journal of Function Spaces, 2017,Volume: 2017,Page: 1-6
Authors:  Xiaofei Li;  Deng Ding;  Liping Xu;  Chuan Qin;  Songbo Hu
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Existence and exponential stability of anti-periodic solutions for interval general bidirectional associative memory neural networks with multiple delays Journal article
Advances in Difference Equations, 2016,Volume: 2016,Page: 1-12
Authors:  Xiaofei Li;  Deng Ding;  Jianzhong Feng;  Songbo Hu
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Anti-periodic Solution  Bidirectional Associative Memory Neural Networks  Delay  Exponential Stability  
Circulant preconditioning technique for barrier options pricing under fractional diffusion models Journal article
International Journal of Computer Mathematics, 2015,Volume: 92,Issue: 12,Page: 2596-2614
Authors:  Wenfei Wang;  Xu Chen;  Deng Ding;  Siu-Long Lei
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Barrier Options Pricing  Circulant Preconditioner  Fractional Diffusion Equations  Krylov Subspace Methods  Lévy Process  
Preconditioned iterative methods for fractional diffusion models in finance Journal article
Numerical Methods for Partial Differential Equations, 2014,Volume: 31,Issue: 5,Page: 1382-1395
Authors:  Qing-Jiang Meng;  Deng Ding;  Qin Sheng
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Crank-nicolson Discretization  Fast Fourier Transform  Fractional Partial Derivatives  Lévy Process  Preconditioning Method  Toeplitz Matrix  
Efficient rainbow options pricing methods based on two-dimensional fourier series expansions Conference paper
Applied Mechanics and Materials, Kunming, PEOPLES R CHINA, JUL 17-19, 2013
Authors:  Deng Ding;  Qingjiang Meng;  Jiayu Zheng
Favorite  |  View/Download:4/0  |  Submit date:2019/02/13
Call-on-maximum Option  Gbm Model  Jump-diffusion Model  Put-on-minimum  Two-dimensional Modified Fourier Expansions