Xinfu Chen - researchr alias

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Viewing Publication 1 - 29 from 29

2023

An Implicit Scheme for American Put OptionsXinfu Chen, Zhengyang Lu, Jingtang Ma, Jinye Shen. jscic, 97(2):42, November 2023. [doi]

2021

A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under Different Upgrade and Downgrade ThresholdsXinfu Chen, Jin Liang. siamfm, 12(3):941-966, 2021. [doi]

2020

Phase Transitions and Bump Solutions of the Keller-Segel Model with Volume ExclusionJosé A. Carrillo, Xinfu Chen, Qi Wang, Zhian Wang, Lu Zhang 0037. siamam, 80(1):232-261, 2020. [doi]

2019

Utility Maximization Under Trading Constraints with Discontinuous UtilityBaojun Bian, Xinfu Chen, Zuo Quan Xu. siamfm, 10(1):243-260, 2019. [doi]

Traveling Wave to Non-KPP Isothermal Diffusion Systems: Existence of Minimum Speed and Sharp BoundsXinfu Chen, Yuanwei Qi. siamma, 51(2):1436-1453, 2019. [doi]

On Balanced Growth Path Solutions of a Knowledge Diffusion and Growth ModelCong Qin, Xinfu Chen. siamfm, 10(1):130-155, 2019. [doi]

Numerical Method for Multi-Alleles Genetic Drift ProblemShixin Xu, Xinfu Chen, Chun Liu, Xingye Yue. siamnum, 57(4):1770-1788, 2019. [doi]

2018

Portfolio Selection with Capital Gains Tax, Recursive Utility, and Regime SwitchingJiatu Cai, Xinfu Chen, Min Dai. mansci, 64(5):2308-2324, 2018. [doi]

2017

Traveling Pulses in a Nonlocal Equation Arising Near a Saddle-Node Infinite Cycle BifurcationXinfu Chen, Bard Ermentrout. siamam, 77(4):1204-1229, 2017. [doi]

Longtime Behavior of Solutions of a SIS Epidemiological ModelXinfu Chen, Je-Chiang Tsai, Yaping Wu. siamma, 49(5):3925-3950, 2017. [doi]

2016

Optimal Mortgage Prepayment Under the Cox-Ingersoll-Ross ModelChris Jones, Xinfu Chen. siamfm, 7(1):552-566, 2016. [doi]

2014

A New Approach to Importance Sampling in Taylor's Stochastic Volatility ModelBruce Qiang Sun, Xinfu Chen, Ting-Ting Huang. cssc, 43(3):580-596, 2014. [doi]

2013

Characterization of Optimal Strategy for Multiasset Investment and Consumption with Transaction CostsXinfu Chen, Min Dai. siamfm, 4(1):857-883, 2013. [doi]

2011

Asymptotic Analysis for the Narrow Escape ProblemXinfu Chen, Avner Friedman. siamma, 43(6):2542-2563, 2011. [doi]

2009

Self-motion of camphor discs. model and analysisXinfu Chen, Shin-ichiro Ei, Masayasu Mimura. nhm, 4(1):1-18, 2009. [doi]

2008

Numerical Tests of a Phase Field Model with Second Order AccuracyGunduz Caginalp, Xinfu Chen, Christof Eck. siamam, 68(6):1518-1534, 2008. [doi]

Propagation of Local Disturbances in Reaction Diffusion Systems Modeling Quadratic AutocatalysisXinfu Chen, Yuanwei Qi. siamam, 69(1):273-282, 2008. [doi]

2007

Sharp Estimates on Minimum Travelling Wave Speed of Reaction Diffusion Systems Modelling AutocatalysisXinfu Chen, Yuanwei Qi. siamma, 39(2):437-448, 2007. [doi]

2006

A Mathematical Analysis of the Optimal Exercise Boundary for American Put OptionsXinfu Chen, John Chadam. siamma, 38(5):1613-1641, 2006. [doi]

Uniqueness and Asymptotics of Traveling Waves of Monostable Dynamics on LatticesXinfu Chen, Sheng-Chen Fu, Jong-Shenq Guo. siamma, 38(1):233-258, 2006. [doi]

Analysis of an Inverse First Passage Problem from Risk ManagementLan Cheng, Xinfu Chen, John Chadam, David Saunders. siamma, 38(3):845-873, 2006. [doi]

2005

Periodicity and Uniqueness of Global Minimizers of an Energy Functional Containing a Long-Range InteractionXinfu Chen, Yoshihito Oshita. siamma, 37(4):1299-1332, 2005. [doi]

2003

Traveling Waves of Bistable Dynamics on a LatticePeter W. Bates, Xinfu Chen, Adam J. J. Chmaj. siamma, 35(2):520-546, 2003. [doi]

A Free Boundary Problem for an Elliptic-Hyperbolic System: An Application to Tumor GrowthXinfu Chen, Avner Friedman. siamma, 35(4):974-986, 2003. [doi]

Long Time Behavior of Solutions to P-Laplacian Equation with AbsorptionXinfu Chen, Yuanwei Qi, Mingxin Wang. siamma, 35(1):123-134, 2003. [doi]

2001

Dynamics of an Interior Spike in the Gierer-Meinhardt SystemXinfu Chen, Michal Kowalczyk. siamma, 33(1):172-193, 2001. [doi]

2000

A Free Boundary Problem Arising in a Model of Wound HealingXinfu Chen, Avner Friedman. siamma, 32(4):778-800, 2000. [doi]

Phase Transition Near a Liquid-Gas Coexistence EquilibriumXiao-Ping Wang, Xinfu Chen. siamam, 61(2):454-471, 2000. [doi]

1993

Mathematical Modeling of Semiconductor LasersXinfu Chen, Avner Friedman, Li-shang Jiang. siamam, 53(1):168-186, 1993. [doi]

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