- Bioremediation of Waste in a Porous Medium Changsheng Chen
- Analysis of an Inverse First Passage Problem from Risk Management
- Integral Equation Methods for Free Boundary Problems
- NON-CONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON
- NUMERICAL COMPUTATION OF FIRST-CROSSING BOUNDARY LAN CHENG, XINFU CHEN JOHN CHADAM & DAVID SAUNDERS
- A MATHEMATICAL ANALYSIS OF THE OPTIMAL EXERCISE BOUNDARY FOR AMERICAN PUT OPTIONS
- To appear in Dynamics of Continuous, Discrete and Impulsive Systems
- Mathematical Finance, Vol. 18, No. 1 (January 2008), 185197 CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT
- OPTIMAL PAYMENT OF MORTGAGES XINFU CHEN, JOHN CHADAM, AND DEJIUN XIE
- Comparison of Credit Default Models AMS, Baton Rouge, March 29, 2008
