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How and When Health-Promoting Leadership Facilitates Employee Health Status: The Critical Role of Healthy Climate and Work Unit Structure

Frontiers in psychology, 2021-12, Vol.12, p.727887-727887

2021

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Numerical Method for a System of PIDEs Arising in American Contingent Claims under FMLS Model with Jump Diffusion and Regime-Switching Process

Discrete dynamics in nature and society, 2021, Vol.2021, p.1-13

2021

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Horizontal Geolocation Error Evaluation and Correction on Full-Waveform LiDAR Footprints via Waveform Matching

Remote sensing (Basel, Switzerland), 2023-02, Vol.15 (3), p.776

2023

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A benchmark GaoFen-7 dataset for building extraction from satellite images

Scientific data, 2024-02, Vol.11 (1), p.187-187, Article 187

2024

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Distribution and Evolution of Supraglacial Lakes in Greenland during the 2016–2018 Melt Seasons

Remote sensing (Basel, Switzerland), 2022-01, Vol.14 (1), p.55

2022

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Classical and Impulse Stochastic Control on the Optimization of Dividends with Residual Capital at Bankruptcy

Discrete dynamics in nature and society, 2017-01, Vol.2017 (2017), p.1-14

2017

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Design of ditching fertilization structure of rubber tree particles fertilizer based on visual surveillance elements

IOP conference series. Earth and environmental science, 2019-12, Vol.358 (2), p.22087

2019

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Efficient Option Pricing in Crisis Based on Dynamic Elasticity of Variance Model

Discrete dynamics in nature and society, 2016-01, Vol.2016 (2016), p.1-9

2016

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Functional Structure Modeling and Assembly Practice of Ditching Fertilizer Based on Standardized Module Design

IOP conference series. Materials Science and Engineering, 2019-07, Vol.573 (1), p.12113

2019

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Optimal Investment Strategy under the CEV Model with Stochastic Interest Rate

Mathematical problems in engineering, 2020, Vol.2020 (2020), p.1-11

2020

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Estimating building height in China from ALOS AW3D30

ISPRS journal of photogrammetry and remote sensing, 2022-03, Vol.185, p.146-157

2022

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The optimal investment problem with inflation and liquidity risk

Journal of computational and applied mathematics, 2024-03, Vol.438, p.115580, Article 115580

2024

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Leveraging Chinese GaoFen-7 imagery for high-resolution building height estimation in multiple cities

Remote sensing of environment, 2023-12, Vol.298, p.113802, Article 113802

2023

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Stochastic optimal control on impulse dividend model with stochastic returns

Optimization, 2021-11, Vol.70 (11), p.2401-2426

2021

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Optimal dividend decisions with capital infusion in a dynamic nonterminal bankruptcy model

Review of quantitative finance and accounting, 2024-04, Vol.62 (3), p.911-951

2024

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Stochastic optimal control on dividend policies with bankruptcy

Optimization, 2019-12, Vol.68 (12), p.2317-2337

2019

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Valuing new drug R&D project under economic fluctuation, technical risks and subjective uncertainty

Chaos, solitons and fractals, 2023-07, Vol.172, p.113517, Article 113517

2023

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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 of computational and applied mathematics, 2023-05, Vol.423, p.114993, Article 114993

2023

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Default prediction with dynamic sectoral and macroeconomic frailties

Journal of banking & finance, 2014-03, Vol.40, p.211-226

2014

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A multiscale method for semilinear elliptic equations

Journal of mathematical analysis and applications, 2008-09, Vol.345 (1), p.362-371

2008

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N-Fold compound option pricing with technical risk under fractional jump-diffusion model

Optimization, 2023-03, Vol.72 (3), p.713-735

2023

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Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market

Journal of industrial and management optimization, 2023-04, Vol.19 (4), p.2855-2888

2023

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Reconstructing NDVI time series in cloud-prone regions: A fusion-and-fit approach with deep learning residual constraint

ISPRS journal of photogrammetry and remote sensing, 2024-12, Vol.218, p.170-186

2024

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Volatility forecasts by clustering: Applications for VaR estimation

International review of economics & finance, 2024-07, Vol.94, p.103355, Article 103355

2024

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Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model

Optimization, 2022-12, Vol.71 (15), p.4571-4601

2022

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How and When Health-Promoting Leadership Facilitates Employee Health Status: The Critical Role of Healthy Climate and Work Unit Structure

Numerical Method for a System of PIDEs Arising in American Contingent Claims under FMLS Model with Jump Diffusion and Regime-Switching Process

Horizontal Geolocation Error Evaluation and Correction on Full-Waveform LiDAR Footprints via Waveform Matching

A benchmark GaoFen-7 dataset for building extraction from satellite images

Distribution and Evolution of Supraglacial Lakes in Greenland during the 2016–2018 Melt Seasons

Classical and Impulse Stochastic Control on the Optimization of Dividends with Residual Capital at Bankruptcy

Design of ditching fertilization structure of rubber tree particles fertilizer based on visual surveillance elements

Efficient Option Pricing in Crisis Based on Dynamic Elasticity of Variance Model

Functional Structure Modeling and Assembly Practice of Ditching Fertilizer Based on Standardized Module Design

Optimal Investment Strategy under the CEV Model with Stochastic Interest Rate

Estimating building height in China from ALOS AW3D30

The optimal investment problem with inflation and liquidity risk

Leveraging Chinese GaoFen-7 imagery for high-resolution building height estimation in multiple cities

Stochastic optimal control on impulse dividend model with stochastic returns

Optimal dividend decisions with capital infusion in a dynamic nonterminal bankruptcy model

Stochastic optimal control on dividend policies with bankruptcy

Valuing new drug R&D project under economic fluctuation, technical risks and subjective uncertainty

A dynamic Heston local–stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility

Default prediction with dynamic sectoral and macroeconomic frailties

A multiscale method for semilinear elliptic equations

N-Fold compound option pricing with technical risk under fractional jump-diffusion model

Optimal control on investment and reinsurance strategies with delay and common shock dependence in a jump-diffusion financial market

Reconstructing NDVI time series in cloud-prone regions: A fusion-and-fit approach with deep learning residual constraint

Volatility forecasts by clustering: Applications for VaR estimation

Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model

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