Hui Liang
Results
Journal Article
Rough Heston Models with Variable Vol-of-Vol and Option Pricing
Annals of Applied Mathematics, Vol. 39 (2023), Iss. 2 : pp. 206–238
Journal Article
Finite-Time Stability and Instability of Nonlinear Impulsive Systems
Advances in Applied Mathematics and Mechanics, Vol. 15 (2023), Iss. 1 : pp. 49–68
Journal Article
Collocation Methods for a Class of Integro-Differential Algebraic Equations
International Journal of Numerical Analysis and Modeling, Vol. 18 (2021), Iss. 6 : pp. 758–787
Journal Article
On Discontinuous and Continuous Approximations to Second-Kind Volterra Integral Equations
Numerical Mathematics: Theory, Methods and Applications, Vol. 15 (2022), Iss. 1 : pp. 91–124