activity
20042021
most citedThe Numerical Simulation of Quanto Option Prices Using Bayesian Statistical Methods

2 citations · 5 across the 7 of their papers we have counts for

collaborators

7 papers

math.NA2021

Bivariate collocation for computing in epidemic models with two structures

Dimitri Breda, Simone De Reggi, Francesca Scarabel +2

Structured epidemic models can be formulated as first-order hyperbolic PDEs, where the "spatial" variables represent individual traits, called structures. For models with two struc…

physics.soc-ph2021★ 1 cited

COVID-19 Vaccine Hesitancy and Information Diffusion: An Agent-based Modeling Approach

Pooria Taghizadeh Naderi, Ali Asgary, Jude Kong +2

Despite the unprecedented success in the rapid development of several effective vaccines against the Cov-SARS-2, global vaccination rollout efforts suffer from vaccine distribution…

cs.SI2020

Quantify Influence of Delay in Opinion Transmission of Opinion Leaders on COVID-19 Information Propagation in the Chinese Sina-microblog

Fulian Yin, Xueying Shao, Meiqi Ji +1

In a fast evolving major public health crisis such as the COVID-19 pandemic, multiple pieces of relevant information can be posted sequentially in a social media platform. The inte…

q-fin.CP2019★ 2 cited

The Numerical Simulation of Quanto Option Prices Using Bayesian Statistical Methods

Lisha Lin, Yaqiong Li, Rui Gao +1

In the paper, the pricing of Quanto options is studied, where the underlying foreign asset and the exchange rate are correlated with each other. Firstly, we adopt Bayesian methods…

math.DS2019★ 2 cited

Generical behavior of flows strongly monotone with respect to high-rank cones

Lirui Feng, Yi Wang, Jianhong Wu

We consider a smooth flow in which is "strongly monotone" with respect to a cone of rank , a closed set that contains a linear subspace of dimension…

math.DS2016

Monotone semiflows with respect to high-rank cones on a Banach space

Lirui Feng, Yi Wang, Jianhong Wu

We consider semiflows in general Banach spaces motivated by monotone cyclic feedback systems or differential equations with integer-valued Lyapunov functionals. These semiflows enj…

q-bio.TO2004

Periodic Oscillations of Blood Cell Populations in Chronic Myelogenous Leukemia

Michael C. Mackey, Chunhua Ou, Laurent Pujo-Menjouet +1

We develop some techniques to prove analytically the existence and stability of long period oscillations of stem cell populations in the case of periodic chronic myelogenous leukem…