Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Hsuan-Ku Liu"'
Autor:
Hsuan-Ku Liu
Publikováno v:
Journal of Applied Mathematics, Vol 2013 (2013)
The series solution is widely applied to differential equations on but is not found in -differential equations. Applying the Taylor and multiplication rule of two generalized polynomials, we develop a series solution of linear homogeneous -difference
Externí odkaz:
https://doaj.org/article/17f13be9397b4050ae5ee9a017dbf6c2
Autor:
Hsuan-Ku Liu
Publikováno v:
Journal of Applied Mathematics, Vol 2012 (2012)
The theory of approximate solution lacks development in the area of nonlinear 𝑞-difference equations. One of the difficulties in developing a theory of series solutions for the homogeneous equations on time scales is that formulas for multiplicati
Externí odkaz:
https://doaj.org/article/20fd007f31234c71b5b9274ca77db9d1
Publikováno v:
Communications in Statistics - Simulation and Computation. :1-21
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3deebf6b0e398ee1cb90b6f05c77a99c
https://doi.org/10.1080/03610918.2023.2206597
https://doi.org/10.1080/03610918.2023.2206597
Publikováno v:
Taiwanese Journal of Mathematics. 25
This paper studies the properties of the parabolic free-boundary problem arising from pricing of American volatility options in mean-reverting volatility processes. When the volatility index follows the mean-reverting square root process (MRSRP), we
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a9870186ff1bc947ec56bea4582b1912
https://doi.org/10.11650/tjm/200803
https://doi.org/10.11650/tjm/200803
Publikováno v:
International Journal of Intelligent Technologies & Applied Statistics. 2013, Vol. 6 Issue 2, p171-187. 17p. 1 Diagram, 7 Charts.
Autor:
Hsuan-Ku Liu
Publikováno v:
SIAM Journal on Financial Mathematics. 6:53-65
This paper investigates problems associated with the valuation of American-style volatility put options. Our approach involves modeling volatility dynamics as a mean-reverting volatility process and deriving a free boundary characterization of the va
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fbb58a29e556eddf009343e9a7e2a84c
https://doi.org/10.1137/130924573
https://doi.org/10.1137/130924573
Publikováno v:
International Journal of Intelligent Technologies & Applied Statistics. 2014, Vol. 7 Issue 1, p19-26. 8p.
Publikováno v:
International Journal of Intelligent Technologies & Applied Statistics. 2010, Vol. 3 Issue 1, p45-55. 11p. 3 Charts, 1 Graph.
Autor:
Yuan-Ju Huang, Hsuan-Ku Liu
Publikováno v:
Applied Mathematical Modelling. 37:8118-8130
In this paper, we provide a new modification of the variational iteration method (MVIM) for solving van der Pol equations. The modification couples the classical variational iteration method with He’s polynomials, where the He’s polynomials are a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1a6d1a4406b5f2e56116e7ad3183041c
https://doi.org/10.1016/j.apm.2013.03.033
https://doi.org/10.1016/j.apm.2013.03.033
Autor:
Hsuan-Ku Liu
Publikováno v:
Applied Mathematics Letters. 25(10):1420-1425
The theory of approximate solutions is lack of a development on the area of nonlinear differential equations on time scales. One of the difficulties for developing a theory of series solutions for the homogeneous equations on time scales is that a fo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3d222ebaf1487ab411d16e1666942b1b