Fei, Weiyin

1. The truncated EM method for stochastic differential equations with Poisson jumps
   2018/05/29 by Shounian Deng, Weiyin Fei, Deng, Shounian +5 · 3 citations
   Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Numerical Analysis (math.NA) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
2. Optimal stochastic control and optimal consumption and portfolio with G-Brownian motion
   2013/09/01 by Weiyin Fei, Fei, Weiyin, Chen Fei +1 · 3 citations
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · Social Sciences · #60H30 #91G10 #93E20 #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications #math.OC #math.PR #msc:60H30 #msc:91G10 #msc:93E20
3. Positivity-preserving truncated Euler and Milstein methods for financial SDEs with super-linear coefficients
   2024/10/08 by Shounian Deng, Fei Chen, Deng, Shounian +5 · 1 citation
   Economics, Econometrics and Finance · #FOS: Mathematics #Numerical Analysis (math.NA) #Stochastic processes and financial applications