Xinfu Chen

Publication Activity (10 Years)

Years Active: 1993-2023
Publications (10 Years): 11

Top Topics

Black Scholes Model

Portfolio Selection

Utility Maximization

Phase Transition

Top Venues

SIAM J. Financial Math.

SIAM J. Math. Anal.

SIAM J. Appl. Math.

Publications

Xinfu Chen, Zhengyang Lu, Jingtang Ma, Jinye Shen
An Implicit Scheme for American Put Options. J. Sci. Comput. 97 (2) (2023)
Xinfu Chen, Jin Liang
A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under Different Upgrade and Downgrade Thresholds. SIAM J. Financial Math. 12 (3) (2021)
José A. Carrillo, Xinfu Chen, Qi Wang, Zhian Wang, Lu Zhang
Phase Transitions and Bump Solutions of the Keller-Segel Model with Volume Exclusion. SIAM J. Appl. Math. 80 (1) (2020)
Cong Qin, Xinfu Chen
On Balanced Growth Path Solutions of a Knowledge Diffusion and Growth Model. SIAM J. Financial Math. 10 (1) (2019)
Shixin Xu, Xinfu Chen, Chun Liu, Xingye Yue
Numerical Method for Multi-Alleles Genetic Drift Problem. SIAM J. Numer. Anal. 57 (4) (2019)
Baojun Bian, Xinfu Chen, Zuo Quan Xu
Utility Maximization Under Trading Constraints with Discontinuous Utility. SIAM J. Financial Math. 10 (1) (2019)
Xinfu Chen, Yuanwei Qi
Traveling Wave to Non-KPP Isothermal Diffusion Systems: Existence of Minimum Speed and Sharp Bounds. SIAM J. Math. Anal. 51 (2) (2019)
Jiatu Cai, Xinfu Chen, Min Dai
Portfolio Selection with Capital Gains Tax, Recursive Utility, and Regime Switching. Manag. Sci. 64 (5) (2018)
Xinfu Chen, Bard Ermentrout
Traveling Pulses in a Nonlocal Equation Arising Near a Saddle-Node Infinite Cycle Bifurcation. SIAM J. Appl. Math. 77 (4) (2017)
Xinfu Chen, Je-Chiang Tsai, Yaping Wu
Longtime Behavior of Solutions of a SIS Epidemiological Model. SIAM J. Math. Anal. 49 (5) (2017)
Chris Jones, Xinfu Chen
Optimal Mortgage Prepayment Under the Cox-Ingersoll-Ross Model. SIAM J. Financial Math. 7 (1) (2016)
Bruce Qiang Sun, Xinfu Chen, Ting-Ting Huang
A New Approach to Importance Sampling in Taylor's Stochastic Volatility Model. Commun. Stat. Simul. Comput. 43 (3) (2014)
Xinfu Chen, Min Dai
Characterization of Optimal Strategy for Multiasset Investment and Consumption with Transaction Costs. SIAM J. Financial Math. 4 (1) (2013)
Xinfu Chen, Avner Friedman
Asymptotic Analysis for the Narrow Escape Problem. SIAM J. Math. Anal. 43 (6) (2011)
Xinfu Chen, Shin-ichiro Ei, Masayasu Mimura
Self-motion of camphor discs. model and analysis. Networks Heterog. Media 4 (1) (2009)
Xinfu Chen, Yuanwei Qi
Propagation of Local Disturbances in Reaction Diffusion Systems Modeling Quadratic Autocatalysis. SIAM J. Appl. Math. 69 (1) (2008)
Gunduz Caginalp, Xinfu Chen, Christof Eck
Numerical Tests of a Phase Field Model with Second Order Accuracy. SIAM J. Appl. Math. 68 (6) (2008)
Xinfu Chen, Yuanwei Qi
Sharp Estimates on Minimum Travelling Wave Speed of Reaction Diffusion Systems Modelling Autocatalysis. SIAM J. Math. Anal. 39 (2) (2007)
Xinfu Chen, John Chadam
A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options. SIAM J. Math. Anal. 38 (5) (2006)
Lan Cheng, Xinfu Chen, John Chadam, David Saunders
Analysis of an Inverse First Passage Problem from Risk Management. SIAM J. Math. Anal. 38 (3) (2006)
Xinfu Chen, Sheng-Chen Fu, Jong-Shenq Guo
Uniqueness and Asymptotics of Traveling Waves of Monostable Dynamics on Lattices. SIAM J. Math. Anal. 38 (1) (2006)
Xinfu Chen, Yoshihito Oshita
Periodicity and Uniqueness of Global Minimizers of an Energy Functional Containing a Long-Range Interaction. SIAM J. Math. Anal. 37 (4) (2005)
Xinfu Chen, Yuanwei Qi, Mingxin Wang
Long Time Behavior of Solutions to P-Laplacian Equation with Absorption. SIAM J. Math. Anal. 35 (1) (2003)
Xinfu Chen, Avner Friedman
A Free Boundary Problem for an Elliptic-Hyperbolic System: An Application to Tumor Growth. SIAM J. Math. Anal. 35 (4) (2003)
Peter W. Bates, Xinfu Chen, Adam J. J. Chmaj
Traveling Waves of Bistable Dynamics on a Lattice. SIAM J. Math. Anal. 35 (2) (2003)
Xinfu Chen, Michal Kowalczyk
Dynamics of an Interior Spike in the Gierer-Meinhardt System. SIAM J. Math. Anal. 33 (1) (2001)
Xinfu Chen, Avner Friedman
A Free Boundary Problem Arising in a Model of Wound Healing. SIAM J. Math. Anal. 32 (4) (2000)
Xiao-Ping Wang, Xinfu Chen
Phase Transition Near a Liquid-Gas Coexistence Equilibrium. SIAM J. Appl. Math. 61 (2) (2000)
Xinfu Chen, Avner Friedman, Li-Shang Jiang
Mathematical Modeling of Semiconductor Lasers. SIAM J. Appl. Math. 53 (1) (1993)