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• On Pricing Options Under Two Stochastic Volatility Processes

  Wenjia Xie, Zhongyi Huang

  2024-04-16

  21006 2122 Pages:418-450

• Analysis and Numerical Approximation for a Nonlinear Hidden-Memory Variable-Order Fractional Stochastic Differential Equation

  Jinhong Jia, Zhiwei Yang, Xiangcheng Zheng, Hong Wang

  2022-04-06

  50021 3365 Pages:673-695

• A Nontrivial Solution to a Stochastic Matrix Equation

  J. Ding, N. H. Rhee

  2018-02-09

  39090 4641 Pages:277-284

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

  Yu Fu, Weidong Zhao

  2018-02-09

  38416 4472 Pages:368-385

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

  Xiaojuan Wu, Siqing Gan

  2023-01-04

  41252 4146 Pages:59-75

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

  Xiaoyi Zhang, Junyi Guo

  2020-05-04

  43939 4876 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

  42395 3211 Pages:354-380

• Solving Schrödinger Bridge Problem via Continuous Normalizing Flow

  Yang Jing, Lei Li, Jingtong Zhang

  2026-02-24

  706 188 Pages:679-713

• Fractional Langevin Equation Driven by Multifractional Brownian Motion: Integral Equation Approach

  Jincheng Dong, Ning Du, Zhiwei Yang

  2026-04-11

  42 20

• 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

  5602 535 Pages:493-519

• Artificial Boundary Method for European Pricing Option Problem

  Hongshan Li, Zhongyi Huang

  2020-08-15

  48638 3222 Pages:746-773