1

Exercise boundary of American-style Asian option

Fahuai Yi, Yingshan Chen
Journal:
Applied Mathematics and Computation
Year:
2008
Language:
english
File:
PDF, 276 KB
english, 2008
4

A variational inequality arising from European option pricing with transaction costs

FaHuai Yi, Zhou Yang
Journal:
Science China Mathematics
Year:
2008
Language:
english
File:
PDF, 376 KB
english, 2008
5

An one-dimensional two-phase free boundary problem in an angular domain

Fahuai Yi, Xiaoru Han
Journal:
Nonlinear Analysis: Real World Applications
Year:
2007
Language:
english
File:
PDF, 243 KB
english, 2007
7

The free boundary problem of American butterfly option

Guan, Chonghu, Yi, Fahuai
Journal:
Mathematical Methods in the Applied Sciences
Year:
2014
Language:
english
File:
PDF, 472 KB
english, 2014
8

Characterization of stochastic control with optimal stopping in a Sobolev space

Chen, Xiaoshan, Song, Qingshuo, Yi, Fahuai, Yin, George
Journal:
Automatica
Year:
2013
Language:
english
File:
PDF, 616 KB
english, 2013
11

Non-trivialm-quasi-Einstein metrics on quadratic Lie groups

Chen, Zhiqi, Liang, Ke, Yi, Fahuai
Journal:
Archiv der Mathematik
Year:
2016
Language:
english
File:
PDF, 465 KB
english, 2016
12

Free boundary problem concerning pricing convertible bond

Fahuai Yi, Zhou Yang
Journal:
Mathematical Methods in the Applied Sciences
Year:
2011
Language:
english
File:
PDF, 220 KB
english, 2011
14

Global classical solution of quasi-stationary Stefan free boundary problem

Fahuai Yi
Journal:
Applied Mathematics and Computation
Year:
2005
Language:
english
File:
PDF, 294 KB
english, 2005
15

Schauder theory for a parabolic equation in a wedge-shaped domain

Lihe Wang, Fahuai Yi
Journal:
Computers & Mathematics with Applications
Year:
2007
Language:
english
File:
PDF, 261 KB
english, 2007
17

Global classical solution of Muskat free boundary problem

Fahuai Yi
Journal:
Journal of Mathematical Analysis and Applications
Year:
2003
Language:
english
File:
PDF, 255 KB
english, 2003
19

Stefan problem with convection

Fahuai Yi, T.M Shih
Journal:
Applied Mathematics and Computation
Year:
1998
Language:
english
File:
PDF, 138 KB
english, 1998
20

A free boundary problem arising in oil production

Lishang Jiang, Guangwei Yuan, Fahuai Yi
Journal:
Meccanica
Year:
1993
Language:
english
File:
PDF, 370 KB
english, 1993
22

A free boundary problem of type-I superconductivity

Yi Fahuai
Journal:
Acta Mathematicae Applicatae Sinica, English Series
Year:
1998
Language:
english
File:
PDF, 448 KB
english, 1998
24

Regularity of the free boundary of a continuous casting problem

Xinfu Chen, Fahuai Yi
Journal:
Nonlinear Analysis: Theory, Methods & Applications
Year:
1993
Language:
english
File:
PDF, 840 KB
english, 1993
28

Large phase shift of nonlocal optical spatial solitons

Guo, Qi, Luo, Boren, Yi, Fahuai, Chi, Sien, Xie, Yiqun
Journal:
Physical Review E
Year:
2004
Language:
english
File:
PDF, 119 KB
english, 2004
31

Quasi-stationary Stefan problem as limit case of Mullins-Sekerka problem

Fahuai Yi, Youshan Tao, Zuhan Liu
Journal:
Science China Mathematics
Year:
1997
Language:
english
File:
PDF, 473 KB
english, 1997
34

A free boundary problem arising from pricing convertible bond

Yang, Zhou, Yi, Fahuai
Journal:
Applicable Analysis
Year:
2010
Language:
english
File:
PDF, 299 KB
english, 2010
42

Optimal investment with stopping in finite horizon

Jian, Xiongfei, Li, Xun, Yi, Fahuai
Journal:
Journal of Inequalities and Applications
Year:
2014
Language:
english
File:
PDF, 349 KB
english, 2014
48

A Variational Inequality from Pricing Convertible Bond

Yan, Huiwen, Yi, Fahuai
Journal:
Advances in Difference Equations
Year:
2011
Language:
english
File:
PDF, 649 KB
english, 2011