The Existence of Positive Solution of a Nonlinear Problem on Unit Circle by Na Wei, Yanli Zhou, Xiangyu Ge

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Fractional Order Stochastic Differential Equation with Application in European Option Pricing by Qing Li, Yanli Zhou, Xinquan Zhao, Xiangyu Ge

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Lp Estimates for Weak Solutions to Nonlinear Degenerate Parabolic Systems by Na Wei, Xiangyu Ge, Yonghong Wu, Leina Zhao

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A Robust Weak Taylor Approximation Scheme for Solutions of Jump-Diffusion Stochastic Delay Differential Equations by Yanli Zhou, Yonghong Wu, Xiangyu Ge, B. Wiwatanapataphee

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Analysis of Option Butterfly Portfolio Models Based on Nonparametric Estimation Deep Learning Method by Xiangyu Ge, Xia Zhu, Gang Bi, Hao Zheng, Qing Li

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Optimal Portfolio Selection of Mean-Variance Utility with Stochastic Interest Rate by Shuang Li, Shican Liu, Yanli Zhou, Yonghong Wu, Xiangyu Ge

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The Study of Mean-Variance Risky Asset Management with State-Dependent Risk Aversion under Regime Switching Market by Shuang Li, Yu Yang, Yanli Zhou, Yonghong Wu, Xiangyu Ge

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Protocol for recombinant rabies virus titration by quantitative PCR by He Zhang, Xueping Gao, Xiangyu Ge, Xiao Wang, Minghui Song, Xia Zhang, Lei Jin

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Exploring the feasibility of GF1-WFV data in estimating SPAD using spatiotemporal fusion algorithms by Annan Zeng, Jianli Ding, Jinjie Wang, Lijing Han, Haiyan Han, Shuang Zhao, Xiangyu Ge

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