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	A dynamic Heston local–stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility Journal article Journal of Computational and Applied Mathematics,2023, volume: 423 Authors: He, Yong; Chen, Peimin; He, Lin; Xiang, Kaili; Wu, Chunchi Favorite \| View/Download：3/0 \| Submit date：2025/03/25 Asymptotic expansion technique Dual method HLSV model Legendre transformation
	N-Fold compound option pricing with technical risk under fractional jump-diffusion model Journal article Optimization,2023, volume: 72, issue: 3, pages: 713-735 Authors: Zhao, Pingping; Xiang, Kaili; Chen, Peimin Favorite \| View/Download：2/0 \| Submit date：2025/03/25 fractional Brownian Motion jump-diffusion model N-fold compound option phase-specific characteristics technical risk
	N-Fold Compound Option Fuzzy Pricing Based on the Fractional Brownian Motion Journal article International Journal of Fuzzy Systems,2022, volume: 24, issue: 6, pages: 2767-2782 Authors: Zhao, Pingping; Wang, Tong; Xiang, Kaili; Chen, Peimin Favorite \| View/Download：3/0 \| Submit date：2025/03/25 Fractional Brownian motion Fuzzy stochastic process Mean value N-fold compound option
	Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model Journal article Optimization,2022, volume: 71, issue: 15, pages: 4603-4633 Authors: He, Yong; Xiang, Kaili; Chen, Peimin; Wu, Chunchi Favorite \| View/Download：2/0 \| Submit date：2025/03/25 asymptotic expansion technique dual method Extended CEV model legendre transformation
	Partnerships of Bidders with Constant Relative Risk Aversions Journal article Mathematical Problems in Engineering,2020, volume: 2020 Authors: Zhao, Pingping; Xiang, Kaili; Chen, Peimin Favorite \| View/Download：3/0 \| Submit date：2025/03/25
	A New Linear Difference Scheme for Generalized Rosenau-Kawahara Equation Journal article Mathematical Problems in Engineering,2018, volume: 2018 Authors: Chen, Tao; Xiang, Kaili; Chen, Peimin; Luo, Xumei Favorite \| View/Download：2/0 \| Submit date：2025/03/25
	Efficient option pricing in crisis based on dynamic elasticity of variance model Journal article Discrete Dynamics in Nature and Society,2016, volume: 2016 Authors: Fan, Congyin; Xiang, Kaili; Chen, Peimin Favorite \| View/Download：4/0 \| Submit date：2025/03/25