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On the rate of convergence for an α-stable central limit theorem under sublinear expectation
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- Journal of Applied Probability , First View
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- 03 October 2024, pp. 1-25
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EQUILIBRIUM VALUATION OF CURRENCY OPTIONS UNDER A DISCONTINUOUS MODEL WITH CO-JUMPS
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- Probability in the Engineering and Informational Sciences / Volume 35 / Issue 3 / July 2021
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- 20 January 2020, pp. 432-450
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Modeling and Computation of CO2 Allowance Derivatives Under Jump-Diffusion Processes
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- Advances in Applied Mathematics and Mechanics / Volume 8 / Issue 5 / October 2016
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- 08 July 2016, pp. 827-846
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- October 2016
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Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models
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- East Asian Journal on Applied Mathematics / Volume 4 / Issue 1 / February 2014
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- 28 May 2015, pp. 52-68
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- February 2014
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The Global Behavior of Finite Difference-Spatial Spectral Collocation Methods for a Partial Integro-differential Equation with a Weakly Singular Kernel
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- Numerical Mathematics: Theory, Methods and Applications / Volume 6 / Issue 3 / August 2013
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- 28 May 2015, pp. 556-570
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- August 2013
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Modelling and Numerical Valuation of Power Derivatives in Energy Markets
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- Advances in Applied Mathematics and Mechanics / Volume 4 / Issue 3 / June 2012
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- 03 June 2015, pp. 259-293
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- June 2012
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Tri-Diagonal Preconditioner for Toeplitz Systems from Finance
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- East Asian Journal on Applied Mathematics / Volume 1 / Issue 1 / February 2011
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- 28 May 2015, pp. 82-88
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- February 2011
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