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• Solving the Inverse Source Problem of the Fractional Poisson Equation by MC-fPINNs

  Rui Sheng, Peiying Wu, Jerry Zhijian Yang, Cheng Yuan

  2025-06-06

  5629 573 Pages:565-590

• Uncertainty Quantification of Derivative Instruments

  Xianming Sun, Michele Vanmaele

  2018-03-19

  35905 3069 Pages:343-362

• Memory-Reduction Method for Pricing American-Style Options under Exponential Lévy Processes

  Raymond H. Chan, Tao Wu

  2018-03-21

  38320 4676 Pages:20-34

• Distribution of Discrete Time Delta-Hedging Error via a Recursive Relation

  Minseok Park, Kyungsub Lee, Geon Ho Choe

  2018-02-09

  36090 3247 Pages:314-336

• Stochastic Collocation via $l_1$-Minimisation on Low Discrepancy Point Sets with Application to Uncertainty Quantification

  Yongle Liu, Ling Guo

  2018-02-09

  37118 3229 Pages:171-191