5 citations · 7 across the 4 of their papers we have counts for
4 papers
Option Pricing with Lie Symmetry Analysis and Similarity Reduction Method
Wenqing Bao, ChunLi Chen, Jin E. Zhang
With some transformations, we convert the problem of option pricing under state-dependent volatility into an initial value problem of the Fokker-Planck equation with a certain pote…
Interactions among different types of nonlinear waves described by the Kadomtsev-Petviashvili Equation
Xue-Ping Cheng, Chun-Li Chen, Sen-Yue Lou
In nonlinear physics, the interactions among solitons are well studied thanks to the multiple soliton solutions can be obtained by various effective methods. However, it is very di…
Interactions Between Solitons and Other Nonlinear Schrödinger Waves
S. Y. Lou, Xue-Ping Cheng, Xiao-Yan Tang
The Nonlinear Schrödinger (NLS) equation is widely used in everywhere of natural science. Various nonlinear excitations of the NLS equation have been found by many methods. However…
Solitary wave solutions and their velocity selections and prohibitions for a general Boussinesq type fluid model
Chun-li Chen, Sen-yue Lou
The possible solitary wave solutions for a general Boussinesq (GBQ) type fluid model are studied analytically. After proving the non-Painlevé integrability of the model, the first…