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Peng Li
ORCID
Publication Activity (10 Years)
Years Active: 2010-2020
Publications (10 Years): 3
Top Topics
Level Set
Black Scholes
Risk Averse
Partial Differential Equations
Top Venues
Comput. Math. Appl.
J. Comput. Appl. Math.
J. Appl. Math.
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Publications
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Peng Li
,
Xiaoping Lu
,
Song-Ping Zhu
Pricing weather derivatives with the market price of risk extracted from the utility indifference valuation.
Comput. Math. Appl.
79 (12) (2020)
Peng Li
Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process.
Comput. Math. Appl.
75 (3) (2018)
Peng Li
,
Keying Liu
,
Wei-zhou Zhong
Marching schemes for inverse scattering problems in waveguides with curved boundaries.
J. Comput. Appl. Math.
328 (2018)
Peng Li
,
Keying Liu
,
Zuliang Pan
,
Wei-zhou Zhong
A Class of PDEs with Nonlinear Superposition Principles.
J. Appl. Math.
2012 (2012)
Peng Li
,
Wei-zhou Zhong
,
Guo-sheng Li
,
Zhihua Chen
A numerical local orthogonal transform method for stratified waveguides.
J. Zhejiang Univ. Sci. C
11 (12) (2010)