163 citations · 214 across the 7 of their papers we have counts for
7 papers
A simple and efficient numerical method for pricing discretely monitored early-exercise options
Min Huang, Guo Luo
We present a simple, fast, and accurate method for pricing a variety of discretely monitored options in the Black-Scholes framework, including autocallable structured products, sin…
On the Finite-Time Blowup of a 1D Model for the 3D Axisymmetric Euler Equations
Kyudong Choi, Thomas Y. Hou, Alexander Kiselev +3
In connection with the recent proposal for possible singularity formation at the boundary for solutions of 3d axi-symmetric incompressible Euler's equations (Luo and Hou, 2013), we…
On the Finite-Time Blowup of a 1D Model for the 3D Incompressible Euler Equations
Thomas Y. Hou, Guo Luo
We study a 1D model for the 3D incompressible Euler equations in axisymmetric geometries, which can be viewed as a local approximation to the Euler equations near the solid boundar…
Potentially Singular Solutions of the 3D Incompressible Euler Equations
Guo Luo, Thomas Y. Hou
Whether the 3D incompressible Euler equations can develop a singularity in finite time from smooth initial data is one of the most challenging problems in mathematical fluid dynami…
On Finite Time Singularity and Global Regularity of an Axisymmetric Model for the 3D Euler Equations
Thomas Y. Hou, Zhen Lei, Guo Luo +2
We investigate the large time behavior of an axisymmetric model for the 3D Euler equations. In \cite{HL09}, Hou and Lei proposed a 3D model for the axisymmetric incompressible Eule…
Wiener Type Regularity of a Boundary Point for the 3D Lamé System
Guo Luo, Vladimir G. Maz'ya
In this paper, we study the 3D Lamé system and establish its weighted positive definiteness for a certain range of elastic constants. By modifying the general theory developed in M…