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Showing results 1 to 23 of 23

A constrained consensus based optimization algorithm and its application to financeoa mark
  • 2022-03-01
  • Applied Mathematics and Computation, Vol.416
  • Elsevier Inc.
A Kinetic Description for the Herding Behavior in Financial Market
  • 2019-07-30
  • Journal of Statistical Physics, Vol.176 No.2, pp.398-424
  • Springer Science and Business Media, LLC
A Particle Model for the Herding Phenomena Induced by Dynamic Market Signalsoa mark
  • 2019-10-01
  • Journal of Statistical Physics, Vol.177 No.2, pp.365-398
  • Springer Science and Business Media, LLC
Asymptotic profile for the interaction of a rigid ball and an incompressible viscous fluid
  • 2023-12-15
  • Journal of Differential Equations, Vol.376, pp.682-713
  • Academic Press Inc.
Boundary Regularity for the Steady Generalized Newtonian Flow with Shear Thickening Viscosity
  • 2022-05-01
  • Journal of Mathematical Fluid Mechanics, Vol.24 No.2
  • Birkhauser
Collective aggregation of a linearly coupled stochastic Cucker–Smale ensemble on asymmetric networks
  • 2021-01-30
  • Mathematical Methods in the Applied Sciences, Vol.44 No.2, pp.1542-1569
  • John Wiley and Sons Ltd
Compactness Lemma for sequences of divergence free Bochner measurable functions
  • 2023-07-01
  • Nonlinear Analysis, Theory, Methods and Applications, Vol.232
  • Elsevier Ltd
Effect Of Time Delay On Flocking Dynamicsoa mark
  • 2022-10-01
  • Networks and Heterogeneous Media, Vol.17 No.5, pp.803-825
  • American Institute of Mathematical Sciences
Emergent dynamics of the first-order stochastic Cucker-Smale model and application to finance
  • 2019-12-01
  • Mathematical Methods in the Applied Sciences, Vol.42 No.18, pp.6029-6048
  • John Wiley and Sons Ltd
Flocking behaviors of a cucker-smale ensemble in a cylindrical domain
  • 2019-01-01
  • SIAM Journal on Mathematical Analysis, Vol.51 No.3, pp.2390-2424
  • Society for Industrial and Applied Mathematics Publications
Global regular motions for compressible barotropic viscous fluids: Stabilityoa mark
  • 2018-10-01
  • Mathematical Methods in the Applied Sciences, Vol.41 No.15, pp.5869-5905
  • John Wiley and Sons Ltd
Helmholtz decomposition and semigroup theory to the fluid around a moving body
  • 2020-01-01
  • Bulletin of the Korean Mathematical Society, Vol.57 No.3, pp.661-676
  • Korean Mathematical Society
Interior regularity to the steady incompressible shear thinning fluids with non-standard growthoa mark
  • 2018-09-01
  • Networks and Heterogeneous Media, Vol.13 No.3, pp.479-491
  • American Institute of Mathematical Sciences
On the Interactions of Flocking Particles with the Stokes Flow in an Infinite Channel
  • 2024-05-01
  • Journal of Mathematical Fluid Mechanics, Vol.26 No.2
  • Birkhauser
Option Pricing and Construction of Implied Volatility Surface based on Physics-Informed Neural Network
  • 2024-06
  • 金融工學硏究, Vol.23 No.2, pp.19-36
  • 한국금융공학회
Option Pricing and Local Volatility Surface by Physics-Informed Neural Network
  • 2024-11-01
  • Computational Economics, Vol.64 No.5, pp.3143-3159
  • Springer
Physics-informed convolutional transformer for predicting volatility surfaceoa mark
  • 2024-01-01
  • Quantitative Finance, Vol.24 No.2, pp.203-220
  • Routledge
Regularity of the 3D Navier–Stokes equations with viewpoint of 2D flowoa mark
  • 2018-04-05
  • Journal of Differential Equations, Vol.264 No.7, pp.4889-4900
  • Academic Press Inc.
TIME STEPWISE LOCAL VOLATILITY
  • 2022-03-31
  • Bulletin of the Korean Mathematical Society, Vol.59 No.2, pp.507-528
  • Korean Mathematical Society
Time stepwise local volatility
  • 2022-03
  • 대한수학회보, Vol.59 No.2, pp.507-528
  • 대한수학회
Time-delayed stochastic volatility model
  • 2022-02-01
  • Physica D: Nonlinear Phenomena, Vol.430
  • Elsevier B.V.
Volatility Flocking by Cucker–Smale Mechanism in Financial Markets
  • 2020-09-01
  • Asia-Pacific Financial Markets, Vol.27 No.3, pp.387-414
  • Springer
박판 스플라인 함수를 이용한 내재변동성 곡면 생성 방법 연구
  • 2019-12
  • 金融工學硏究, Vol.18 No.4, pp.1-36
  • 한국금융공학회
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