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[期刊论文] 作者：Shih-yu Shen,Chin-Yu Wang,
来源：应用数学(英文) 年份：2013
Impulsive line load in a half-space (Lamb’s problem) can be solved with a closed form solution. This solution is helpful for understanding the phenomenon of Ra...
[期刊论文] 作者：Shih-Yu Shen,Yi-Long Hsiao,
来源：应用数学(英文) 年份：2013
Let h(t) be a smooth function, Bt a standard Brownian motion and th=inf{t;Bt=h(t)} the first hitting time. In this paper, new formulations are derived to evalua...
[期刊论文] 作者：Shih-Yu Shen,Yi-Long Hsiao,
来源：建模与仿真(英文) 年份：2013
In this article, we derive a boundary element formulation for the pricing of barrier option. The price of a barrier option is modeled as the solution of Black-S...
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