Browse by Journal Title
Black-Scholes equation
Frost, Nageena and Lai, Choi-Hong ORCID: https://orcid.org/0000-0002-7558-6398
(2026)
Data driven and numerical approaches with PDEs for option pricing.
Abstract and Applied Analysis.
ISSN 1085-3375 (Print), 1687-0409 (Online)
(In Press)
European options
Frost, Nageena and Lai, Choi-Hong ORCID: https://orcid.org/0000-0002-7558-6398
(2026)
Data driven and numerical approaches with PDEs for option pricing.
Abstract and Applied Analysis.
ISSN 1085-3375 (Print), 1687-0409 (Online)
(In Press)
historical volatility
Frost, Nageena and Lai, Choi-Hong ORCID: https://orcid.org/0000-0002-7558-6398
(2026)
Data driven and numerical approaches with PDEs for option pricing.
Abstract and Applied Analysis.
ISSN 1085-3375 (Print), 1687-0409 (Online)
(In Press)
laplace transform
Frost, Nageena and Lai, Choi-Hong ORCID: https://orcid.org/0000-0002-7558-6398
(2026)
Data driven and numerical approaches with PDEs for option pricing.
Abstract and Applied Analysis.
ISSN 1085-3375 (Print), 1687-0409 (Online)
(In Press)
Machine Learning
Frost, Nageena and Lai, Choi-Hong ORCID: https://orcid.org/0000-0002-7558-6398
(2026)
Data driven and numerical approaches with PDEs for option pricing.
Abstract and Applied Analysis.
ISSN 1085-3375 (Print), 1687-0409 (Online)
(In Press)
model
Qin, Wenjie, Tang, Sanyi and Cheke, Robert A. ORCID: https://orcid.org/0000-0002-7437-1934
(2013)
Nonlinear pulse vaccination in an SIR epidemic model
with resource limitation.
Abstract and Applied Analysis, 2013:670263.
ISSN 1085-3375 (Print), 1687-0409 (Online)
(doi:10.1155/2013/670263)
pricing model
Frost, Nageena and Lai, Choi-Hong ORCID: https://orcid.org/0000-0002-7558-6398
(2026)
Data driven and numerical approaches with PDEs for option pricing.
Abstract and Applied Analysis.
ISSN 1085-3375 (Print), 1687-0409 (Online)
(In Press)
pulse
Qin, Wenjie, Tang, Sanyi and Cheke, Robert A. ORCID: https://orcid.org/0000-0002-7437-1934
(2013)
Nonlinear pulse vaccination in an SIR epidemic model
with resource limitation.
Abstract and Applied Analysis, 2013:670263.
ISSN 1085-3375 (Print), 1687-0409 (Online)
(doi:10.1155/2013/670263)
SIR
Qin, Wenjie, Tang, Sanyi and Cheke, Robert A. ORCID: https://orcid.org/0000-0002-7437-1934
(2013)
Nonlinear pulse vaccination in an SIR epidemic model
with resource limitation.
Abstract and Applied Analysis, 2013:670263.
ISSN 1085-3375 (Print), 1687-0409 (Online)
(doi:10.1155/2013/670263)
Thomas algorithm
Frost, Nageena and Lai, Choi-Hong ORCID: https://orcid.org/0000-0002-7558-6398
(2026)
Data driven and numerical approaches with PDEs for option pricing.
Abstract and Applied Analysis.
ISSN 1085-3375 (Print), 1687-0409 (Online)
(In Press)
vaccination
Qin, Wenjie, Tang, Sanyi and Cheke, Robert A. ORCID: https://orcid.org/0000-0002-7437-1934
(2013)
Nonlinear pulse vaccination in an SIR epidemic model
with resource limitation.
Abstract and Applied Analysis, 2013:670263.
ISSN 1085-3375 (Print), 1687-0409 (Online)
(doi:10.1155/2013/670263)
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