Wenting Chen
Wenting Chen
uow.edu.au üzerinde doğrulanmış e-posta adresine sahip
Alıntı yapanlar
Alıntı yapanlar
Google fusion tables: data management, integration and collaboration in the cloud
H Gonzalez, A Halevy, CS Jensen, A Langen, J Madhavan, R Shapley, ...
Proceedings of the 1st ACM symposium on Cloud computing, 175-180, 2010
Meshfree methods for partial differential equations II
M Griebel, MA Schweitzer
Springer, 2005
Positive solution to nonzero boundary values problem for a coupled system of nonlinear fractional differential equations
J Wang, H Xiang, Z Liu
International Journal of Differential Equations 2010, 2010
The nature of maskelynite in shocked meteorites: not diaplectic glass but a glass quenched from shock-induced dense melt at high pressures
M Chen, A El Goresy
Earth and Planetary Science Letters 179 (3-4), 489-502, 2000
A predictor–corrector scheme based on the ADI method for pricing American puts with stochastic volatility
SP Zhu, WT Chen
Computers & Mathematics with Applications 62 (1), 1-26, 2011
Analytically pricing double barrier options based on a time-fractional Black–Scholes equation
W Chen, X Xu, SP Zhu
Computers & Mathematics with Applications 69 (12), 1407-1419, 2015
Analytically pricing European-style options under the modified Black-Scholes equation with a spatial-fractional derivative
W Chen, X Xu, S Zhu
Quarterly of Applied Mathematics 72 (3), 597-611, 2014
Chemical studies of Chinese licorice-roots. II. Five new flavonoid constituents from the roots of Glycyrrhiza aspera PALL. Collected in Xinjiang
I Kitagawa, WZ Chen, K Hori, M Kobayashi, J Ren
Chemical and Pharmaceutical Bulletin 46 (10), 1511-1517, 1998
Overview of the Helios version 2.0 computational platform for rotorcraft simulations
V Sankaran, A Wissink, A Datta, J Sitaraman, M Potsdam, B Jayaraman, ...
49th AIAA Aerospace Sciences Meeting including the New Horizons Forum and …, 2011
A predictor–corrector approach for pricing American options under the finite moment log-stable model
W Chen, X Xu, SP Zhu
Applied Numerical Mathematics 97, 15-29, 2015
The pricing of credit default swaps under a generalized mixed fractional Brownian motion
X He, W Chen
Physica A: Statistical Mechanics and its Applications 404, 26-33, 2014
Pricing Parisian and Parasian options analytically
SP Zhu, WT Chen
Journal of Economic Dynamics and Control 37 (4), 875-896, 2013
An inverse finite element method for pricing American options
SP Zhu, WT Chen
Journal of Economic Dynamics and Control 37 (1), 231-250, 2013
Creating multi-modal, user-centric records of meetings with the carnegie mellon meeting recorder architecture
S Banerjee, J Cohen, T Quisel, A Chan, Y Patodia, ZA Bawab, R Zhang, ...
Carnegie Mellon University, 2004
A new analytical approximation for European puts with stochastic volatility
SP Zhu, WT Chen
Applied Mathematics Letters 23 (6), 687-692, 2010
Should an American option be exercised earlier or later if volatility is not assumed to be a constant?
SP Zhu, WT Chen
International Journal of Theoretical and Applied Finance 14 (08), 1279-1297, 2011
Numerically pricing American options under the generalized mixed fractional Brownian motion model
W Chen, B Yan, G Lian, Y Zhang
Physica A: Statistical Mechanics and its Applications 451, 180-189, 2016
Electromechanical coupling in the feed system with high speed and high acceleration
B Lu, W Zhao, J Zhang, X Yang, L Wang, H Zhang, X Zhang
Jixie Gongcheng Xuebao(Chinese Journal of Mechanical Engineering) 49 (6), 2-11, 2013
Basic theory of traditional Chinese medicine
中国中医药出版社, 2006
Effect of NO2− and Cl− on the corrosion behavior of reinforcing steel in simulated concrete pore solutions
Acta Metall Sin 46 (2), 245-250, 2010
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Makaleler 1–20