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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

  5436 520 Pages:565-590

• Uncertainty Quantification of Derivative Instruments

  Xianming Sun & Michèle Vanmaele

  2018-03-19

  35804 3030 Pages:343-362

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

  Raymond H. Chan & Tao Wu

  2018-03-21

  38217 4602 Pages:20-34

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

  Minseok Park, Kyungsub Lee & Geon Ho Choe

  2018-02-09

  35986 3200 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

  37007 3194 Pages:171-191