Yudong Sun

发表

Second-order integro-differential parabolic variational inequalities arising from the valuation of American option

Yimin Shi, Yudong Sun, Min Wu, 2014 .

Statistical analysis for competing risks model from a Weibull distribution under progressively hybrid censoring

Yimin Shi, Yudong Sun, Min Wu, 2017 .

European Option Pricing Under the Vaseck Model of the Short Rate in Mixed Fractional Brownian Motion Environment

Yimin Shi, Yudong Sun, 2011 .

Second-order integro-differential parabolic variational inequalities arising from the valuation of American option

Yimin Shi, Yudong Sun, Min Wu, 2014 .

Inference for accelerated competing failure models from Weibull distribution under Type-I progressive hybrid censoring

Yudong Sun, Yimin Shi, Min Wu, 2014, J. Comput. Appl. Math..

Exact inference for competing risks model with generalized type-I hybrid censored exponential data

Yimin Shi, Song Mao, Yi-Min Shi, 2014 .

Some Properties for a Kind of the Heston Stochastic Volatility Model with Jump

Yudong Sun, Huan Wang, 2019, International Journal of Fuzzy Mathematical Archive.

An integro-differential parabolic variational inequality arising from the valuation of double barrier American option

Yudong Sun, Xin Gu, Yimin Shi, 2014, J. Syst. Sci. Complex..

Forward starting options pricing with double stochastic volatility, stochastic interest rates and double jumps

Yudong Sun, Sumei Zhang, Yudong Sun, 2017, J. Comput. Appl. Math..

Nonexistence and longtime behaviors of solutions to a class of nonlinear degenerate parabolic equations not in divergence form

Yimin Shi, Yudong Sun, Min Wu, 2016 .

Nonexistence and longtime behaviors of solutions to a class of nonlinear degenerate parabolic equations not in divergence form

Yudong Sun, Min Wu, Yi-min Shi, 2016, Acta Mathematicae Applicatae Sinica, English Series.