Shane Chern

activity

20142026

most citedLinked partition ideals and Kanade--Russell conjectures

20 citations · 135 across the 49 of their papers we have counts for

collaborators

Showing 2015Show all

4 papers · 1 filter

q-fin.CP2015★ 3 cited

Consistent Pricing of VIX and Equity Derivatives with the 4/2 Stochastic Volatility Plus Jumps Model

Wei Lin, Shenghong Li, Xingguo Luo +1

In this paper, we develop a 4/2 stochastic volatility plus jumps model, namely, a new stochastic volatility model including the Heston model and 3/2 model as special cases. Our mod…

math.NT2015★ 16 cited

New congruences for 2-color partitions

Shane Chern

Let $p_{k} (n)$ denote the number of $2$ -color partitions of $n$ where one of the colors appears only in parts that are multiples of $k$ . We will prove a conjecture of Ahmed, Baruah,…

math.NT2015★ 7 cited

Formulas for Partition $k$ -Tuples with $t$ -Cores

Shane Chern

Let $A_{t, k} (n)$ denote the number of partition $k$ -tuples of $n$ where each partition is $t$ -core. In this paper, we establish formulas of $A_{t, k} (n)$ for some values of $t$ and…

math.NT2015

Congruences for 1-shell totally symmetric plane partitions

Shane Chern

Let $f (n)$ denote the number of 1-shell totally symmetric plane partitions of weight $n$ . Recently, Hirschhorn and Sellers, Yao, and Xia established a number of congruences modulo…

Consistent Pricing of VIX and Equity Derivatives with the 4/2 Stochastic Volatility Plus Jumps Model

New congruences for 2-color partitions

Formulas for Partition k-Tuples with t-Cores

Congruences for 1-shell totally symmetric plane partitions

Formulas for Partition $k$ -Tuples with $t$ -Cores