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Disambiguation of "Chen, Xinfu"

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A New Approach to Importance Sampling in Taylor's Stochastic Volatility Model.

, , and . Communications in Statistics - Simulation and Computation, 43 (3): 580-596 (2014)

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Xinfu Li

Chen Chen

Chen Chen

Shih Chen Chen

Yi-Chen Chen

 

Other publications of authors with the same name

A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options., and . SIAM J. Math. Anal., 38 (5): 1613-1641 (2006)An Implicit Scheme for American Put Options., , , and . J. Sci. Comput., 97 (2): 42 (November 2023)Phase Transitions and Bump Solutions of the Keller-Segel Model with Volume Exclusion., , , , and . SIAM J. Appl. Math., 80 (1): 232-261 (2020)Analysis of an Inverse First Passage Problem from Risk Management., , , and . SIAM J. Math. Anal., 38 (3): 845-873 (2006)Periodicity and Uniqueness of Global Minimizers of an Energy Functional Containing a Long-Range Interaction., and . SIAM J. Math. Anal., 37 (4): 1299-1332 (2005)Sharp Estimates on Minimum Travelling Wave Speed of Reaction Diffusion Systems Modelling Autocatalysis., and . SIAM J. Math. Anal., 39 (2): 437-448 (2007)Utility Maximization Under Trading Constraints with Discontinuous Utility., , and . SIAM J. Financial Math., 10 (1): 243-260 (2019)Mathematical Modeling of Semiconductor Lasers., , and . SIAM J. Appl. Math., 53 (1): 168-186 (1993)Numerical Tests of a Phase Field Model with Second Order Accuracy., , and . SIAM J. Appl. Math., 68 (6): 1518-1534 (2008)Long Time Behavior of Solutions to P-Laplacian Equation with Absorption., , and . SIAM J. Math. Anal., 35 (1): 123-134 (2003)