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Author ID: chen.nan Recent zbMATH articles by "Chen, Nan"
Published as: Chen, Nan
External Links: ORCID
all top 5

Co-Authors

4 single-authored
14 Majda, Andrew J.
5 Wan, Xiangwei
4 Stechmann, Samuel N.
4 Tong, Xin Thomson
4 Wang, Rongrong
3 Cai, Ning
3 Deng, Quanling
3 Jing, Hui
3 Li, Pu
3 Liu, Yanchu
3 Lunasin, Evelyn M.
3 Sun, Qinghong
3 Wang, Jinxiang
3 Wei, Xinjiang
3 Wiggins, Stephen R.
3 Yang, Nian
3 Zhang, Yinling
2 Alber, Mark S.
2 Branicki, Michał
2 Chen, Ning
2 Fu, Shubin
2 Glasserman, Paul
2 Hu, Rufu
2 Huang, Zhengyu
2 Liu, Honghu
2 Ren, Haojie
2 Yan, Fengjun
2 Ye, Zhisheng
2 Zou, Changliang
1 Avila, Marc
1 Baurdoux, Erik Jan
1 Belomestny, Denis
1 Bollt, Erik M.
1 Cai, Chunhao
1 Carlin, Bradley P.
1 Che, Huajun
1 Chen, Chuanqi
1 Chen, Rong-Yan
1 Chen, Xiyu
1 Chen, Yandong
1 Cheng, Jin
1 Cheng, Shiya
1 Covington, Jeffrey
1 Dai, Mengmeng
1 Dai, Min
1 Delgado, Antonio
1 Deng, Changhui
1 Deng, Zuicha
1 Du, Wenxue
1 Fan, Yizheng
1 Fang, Xianghui
1 Farhat, Aseel
1 Giannakis, Dimitrios
1 Glazier, James A.
1 Gunzburger, Max D.
1 He, Qianhua
1 Herbei, Radu
1 Hobbs, Brian P.
1 Hossain, Md. Anwar
1 Hu, Bang
1 Hu, Jiuhua
1 Huang, Bin
1 Iliescu, Traian
1 Iqbal, Naveed H.
1 Jiang, Yi
1 Kaiser, Dale
1 Karimi, Hamid Reza
1 Khoo, Michael Boon Chong
1 Kou, Shing-Gang
1 Kwok, Yue-Kuen
1 Lee, Young Jack
1 Leung, Chi Man
1 Li, Meijuan
1 Li, Qiong
1 Li, Runze
1 Li, Wuquan
1 Li, Yingda
1 Liu, Hongyun
1 Liu, Xiaohua
1 Liu, Xin
1 Lu, Shuai
1 Lv, Han
1 Ma, Xiang
1 Ma, Yanran
1 Manucharyan, Georgy E.
1 Mao, Haokun
1 Mou, Changhong
1 Nie, Guijun
1 Ou, Yanjing
1 Pi, Dawei
1 Qi, Di
1 Qian, Biqi
1 Rissler, Matthew
1 Shui, Tao
1 Siddiqa, Sadia
1 Song, Yingda
1 Stingl, Michael
1 Su, Yong
1 Surya, Budhi Arta
1 Tang, Meiqin
...and 37 more Co-Authors
all top 5

Serials

6 Journal of Computational Physics
4 Physica D
4 Journal of Southeast University. Natural Science Edition
4 SIAM/ASA Journal on Uncertainty Quantification
3 Journal of the Franklin Institute
3 Operations Research
3 Mathematical Finance
2 Journal of Mathematical Analysis and Applications
2 Mathematics of Operations Research
2 Operations Research Letters
2 Chinese Annals of Mathematics. Series B
2 International Journal of Adaptive Control and Signal Processing
2 Proceedings of the National Academy of Sciences of the United States of America
2 International Journal of Robust and Nonlinear Control
2 Quantum Information Processing
1 Advances in Applied Probability
1 The American Statistician
1 Inverse Problems
1 Nonlinearity
1 Biometrical Journal
1 Biometrika
1 Journal of the American Statistical Association
1 Journal of Computational and Applied Mathematics
1 Journal of Econometrics
1 Naval Research Logistics
1 Journal of Economic Dynamics & Control
1 Journal of Southeast University. English Edition
1 Applied Mathematical Modelling
1 Communications in Statistics. Simulation and Computation
1 European Journal of Operational Research
1 Journal of Statistical Computation and Simulation
1 Stochastic Processes and their Applications
1 Computational Statistics and Data Analysis
1 Journal of Nonlinear Science
1 Advances in Engineering Software
1 Applied Mathematical Finance
1 Science in China. Series E
1 Finance and Stochastics
1 Chaos
1 European Journal of Mechanics. B. Fluids
1 Communications in Nonlinear Science and Numerical Simulation
1 The ANZIAM Journal
1 Quantitative Finance
1 Discrete and Continuous Dynamical Systems. Series B
1 Basic Sciences Journal of Textile Universities
1 Multiscale Modeling & Simulation
1 Journal of Hefei University of Technology. Natural Science
1 Journal of East China Shipbuilding Institute. Natural Science Edition
1 Journal of Computer Applications
1 Synthesis Lectures on Mathematics & Statistics
1 Asian Journal of Control
1 Journal of Nanchang University. Natural Science
1 Research in the Mathematical Sciences
1 Applied Mathematics and Nonlinear Sciences
1 Mathematics of Climate and Weather Forecasting

Publications by Year

Citations contained in zbMATH Open

59 Publications have been cited 448 times in 340 Documents Cited by Year
Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk. Zbl 1168.91379
Chen, Nan; Kou, S. G.
41
2009
Occupation times of jump-diffusion processes with double exponential jumps and the pricing of options. Zbl 1218.60068
Cai, Ning; Chen, Nan; Wan, Xiangwei
39
2010
Asymptotic analysis of the differences between the Stokes-Darcy system with different interface conditions and the Stokes-Brinkman system. Zbl 1352.35093
Chen, Nan; Gunzburger, Max; Wang, Xiaoming
39
2010
Pricing double-barrier options under a flexible jump diffusion model. Zbl 1187.91208
Cai, Ning; Chen, Nan; Wan, Xiangwei
28
2009
An optimization view of financial systemic risk modeling: network effect and market liquidity effect. Zbl 1352.90091
Chen, Nan; Liu, Xin; Yao, David D.
25
2016
Condition-based maintenance using the inverse Gaussian degradation model. Zbl 1346.90269
Chen, Nan; Ye, Zhi-Sheng; Xiang, Yisha; Zhang, Linmiao
25
2015
Localization and exact simulation of Brownian motion-driven stochastic differential equations. Zbl 1291.65011
Chen, Nan; Huang, Zhengyu
24
2013
Malliavin Greeks without Malliavin calculus. Zbl 1133.60030
Chen, Nan; Glasserman, Paul
23
2007
Composite hierarchical anti-disturbance control for nonlinear systems with DOBC and fuzzy control. Zbl 1279.93029
Wei, Xinjiang; Chen, Nan
23
2014
Information barriers for noisy Lagrangian tracers in filtering random incompressible flows. Zbl 1320.60102
Chen, Nan; Majda, Andrew J.; Tong, Xin T.
21
2014
Exact simulation of the SABR model. Zbl 1405.91598
Cai, Ning; Song, Yingda; Chen, Nan
21
2017
Additive and multiplicative duals for American option pricing. Zbl 1146.91022
Chen, Nan; Glasserman, Paul
18
2007
Beating the curse of dimension with accurate statistics for the Fokker-Planck equation in complex turbulent systems. Zbl 1404.35444
Chen, Nan; Majda, Andrew J.
17
2017
Noisy Lagrangian tracers for filtering random rotating compressible flows. Zbl 1329.76128
Chen, Nan; Majda, Andrew J.; Tong, Xin T.
16
2015
Composite adaptive disturbance observer-based control for a class of nonlinear systems with multisource disturbance. Zbl 1273.93099
Wei, Xinjiang; Chen, Nan; Li, Wuquan
16
2013
Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions. Zbl 1380.60055
Chen, Nan; Majda, Andrew J.
15
2018
American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach. Zbl 1307.91172
Chen, Nan; Liu, Yanchu
13
2014
Non-Gaussian test models for prediction and state estimation with model errors. Zbl 1316.60055
Branicki, Michal; Chen, Nan; Majda, Andrew J.
12
2013
Robust lateral motion control of four-wheel independently actuated electric vehicles with tire force saturation consideration. Zbl 1307.93134
Wang, Rongrong; Zhang, Hui; Wang, Junmin; Yan, Fengjun; Chen, Nan
11
2015
Predicting the cloud patterns for the boreal summer intraseasonal oscillation through a low-order stochastic model. Zbl 1364.86015
Chen, Nan; Majda, Andrew J.
10
2015
Closed-form estimators for the gamma distribution derived from likelihood equations. Zbl 07671797
Ye, Zhi-Sheng; Chen, Nan
10
2017
Simple stochastic model for El Niño with westerly wind bursts. Zbl 1355.86005
Thual, Sulian; Majda, Andrew J.; Chen, Nan; Stechmann, Samuel N.
9
2016
An MCMC algorithm for parameter estimation in signals with hidden intermittent instability. Zbl 1350.60071
Chen, Nan; Giannakis, Dimitrios; Herbei, Radu; Majda, Andrew J.
8
2014
A rational sequential probability ratio test control chart for monitoring process shifts in mean and variance. Zbl 1457.62385
Ou, Yanjing; Wu, Zhang; Khoo, Michael B. C.; Chen, Nan
8
2015
A nonzero-sum game approach to convertible bonds: tax benefit, bankruptcy cost, and early/late calls. Zbl 1282.91065
Chen, Nan; Dai, Min; Wan, Xiangwei
8
2013
Rigorous analysis for efficient statistically accurate algorithms for solving Fokker-Planck equations in large dimensions. Zbl 1410.35244
Chen, Nan; Majda, Andrew J.; Tong, Xin T.
8
2018
Optimization and finite-frequency \(H_\infty\) control of active suspensions in in-wheel motor driven electric ground vehicles. Zbl 1307.93148
Wang, Rongrong; Jing, Hui; Yan, Fengjun; Reza Karimi, Hamid; Chen, Nan
7
2015
Approximate arbitrage-free option pricing under the SABR model. Zbl 1401.91538
Yang, Nian; Chen, Nan; Liu, Yanchu; Wan, Xiangwei
7
2017
Robust \(H_\infty\) dynamic output-feedback control for four-wheel independently actuated electric ground vehicles through integrated AFS/DYC. Zbl 1404.93015
Jing, Hui; Wang, Rongrong; Wang, Junmin; Chen, Nan
7
2018
Projection-based outlier detection in functional data. Zbl 1506.62547
Ren, Haojie; Chen, Nan; Zou, Changliang
7
2017
Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation. Zbl 1391.62193
Cai, Chunhao; Chen, Nan; You, Honglong
6
2018
Spatial localization for nonlinear dynamical stochastic models for excitable media. Zbl 1480.65026
Chen, Nan; Majda, Andrew J.; Tong, Xin T.
6
2019
Global-in-time Gevrey regularity solution for a class of bistable gradient flows. Zbl 1350.35050
Chen, Nan; Wang, Cheng; Wise, Steven
6
2016
Composite stratified anti-disturbance control for a class of MIMO discrete-time systems with nonlinearity. Zbl 1261.93057
Wei, Xinjiang; Chen, Nan; Deng, Changhui; Liu, Xiaohua; Tang, Meiqin
6
2012
Topology optimization of unsaturated flows in multi-material porous media: application to a simple diaper model. Zbl 1460.76770
Wein, Fabian; Chen, Nan; Iqbal, Naveed; Stingl, Michael; Avila, Marc
5
2019
On the inverse problems for the coupled continuum pipe flow model for flows in karst aquifers. Zbl 1328.35318
Lu, Shuai; Chen, Nan; Hu, Bang; Cheng, Jin
4
2012
Bayesian hierarchical classification and information sharing for clinical trials with subgroups and binary outcomes. Zbl 1429.62507
Chen, Nan; Lee, J. Jack
4
2019
A new delta expansion for multivariate diffusions via the Itô-Taylor expansion. Zbl 1452.62607
Yang, Nian; Chen, Nan; Wan, Xiangwei
4
2019
Efficient nonlinear optimal smoothing and sampling algorithms for complex turbulent nonlinear dynamical systems with partial observations. Zbl 1436.37091
Chen, Nan; Majda, Andrew J.
4
2020
Uniqueness and stability of the minimizer for a binary functional arising in an inverse heat conduction problem. Zbl 1218.49030
Deng, Zui-Cha; Yang, Liu; Chen, Nan
3
2011
Performance analysis of queue length monitoring of \(M/G/1\) systems. Zbl 1241.90031
Chen, Nan; Yuan, Yuan; Zhou, Shiyu
3
2011
Optimal double stopping of a Brownian bridge. Zbl 1333.60080
Baurdoux, Erik J.; Chen, Nan; Surya, Budhi A.; Yamazaki, Kazutoshi
3
2015
A new efficient parameter estimation algorithm for high-dimensional complex nonlinear turbulent dynamical systems with partial observations. Zbl 1453.65008
Chen, Nan; Majda, Andrew J.
3
2019
An efficient and statistically accurate Lagrangian data assimilation algorithm with applications to discrete element sea ice models. Zbl 07518084
Chen, Nan; Fu, Shubin; Manucharyan, Georgy E.
3
2022
Brownian meanders, importance sampling and unbiased simulation of diffusion extremes. Zbl 1257.62086
Chen, Nan; Huang, Zhengyu
3
2012
Robust fault estimation for Takagi-Sugeno fuzzy systems with state time-varying delay. Zbl 1467.93087
You, Fuqiang; Cheng, Shiya; Zhang, Xinyan; Chen, Nan
3
2020
The principle of not feeling the boundary for the SABR model. Zbl 1420.91452
Chen, Nan; Yang, Nian
3
2019
On fractional control method for four-wheel-steering vehicle. Zbl 1354.70054
Chen, Ning; Chen, Nan; Chen, Yandong
2
2009
Non-Gaussian test models for prediction and state estimation with model errors. Zbl 1334.60058
Branicki, Michal; Chen, Nan; Majda, Andrew J.
2
2014
Superfloe parameterization with physics constraints for uncertainty quantification of sea ice floes. Zbl 1498.86001
Chen, Nan; Deng, Quanling; Stechmann, Samuel
2
2022
Learning nonlinear turbulent dynamics from partial observations via analytically solvable conditional statistics. Zbl 07506185
Chen, Nan
2
2020
Optimal control of multiple-time delayed systems based on the control parameterization method. Zbl 1244.49049
Gui, W. H.; Shen, X. Y.; Chen, N.; Yang, C. H.; Wang, L. Y.
1
2011
Unbiased simulation of distributions with explicitly known integral transforms. Zbl 1356.65028
Belomestny, Denis; Chen, Nan; Wang, Yiwei
1
2016
Coordinated active steering and four-wheel independently driving/braking control with control allocation. Zbl 1338.93060
Wang, Jinxiang; Wang, Rongrong; Jing, Hui; Chen, Nan
1
2016
A parallel implementation of the cellular Potts model for simulation of cell-based morphogenesis. Zbl 1155.92303
Chen, Nan; Glazier, James A.; Alber, Mark S.
1
2006
Numerical study of formation of a series of bubbles at a submerged orifice. Zbl 1481.76239
Chen, Xiyu; Chen, Nan; Delgado, Antonio
1
2019
Web-based statistical tools for the analysis and design of clinical trials that incorporate historical controls. Zbl 1469.62039
Chen, Nan; Carlin, Bradley P.; Hobbs, Brian P.
1
2018
Large-scale datastreams surveillance via pattern-oriented-sampling. Zbl 1507.62414
Ren, Haojie; Zou, Changliang; Chen, Nan; Li, Runze
1
2022
Predicting observed and hidden extreme events in complex nonlinear dynamical systems with partial observations and short training time series. Zbl 1435.37100
Chen, Nan; Majda, Andrew J.
1
2020
An efficient and statistically accurate Lagrangian data assimilation algorithm with applications to discrete element sea ice models. Zbl 07518084
Chen, Nan; Fu, Shubin; Manucharyan, Georgy E.
3
2022
Superfloe parameterization with physics constraints for uncertainty quantification of sea ice floes. Zbl 1498.86001
Chen, Nan; Deng, Quanling; Stechmann, Samuel
2
2022
Large-scale datastreams surveillance via pattern-oriented-sampling. Zbl 1507.62414
Ren, Haojie; Zou, Changliang; Chen, Nan; Li, Runze
1
2022
Efficient nonlinear optimal smoothing and sampling algorithms for complex turbulent nonlinear dynamical systems with partial observations. Zbl 1436.37091
Chen, Nan; Majda, Andrew J.
4
2020
Robust fault estimation for Takagi-Sugeno fuzzy systems with state time-varying delay. Zbl 1467.93087
You, Fuqiang; Cheng, Shiya; Zhang, Xinyan; Chen, Nan
3
2020
Learning nonlinear turbulent dynamics from partial observations via analytically solvable conditional statistics. Zbl 07506185
Chen, Nan
2
2020
Predicting observed and hidden extreme events in complex nonlinear dynamical systems with partial observations and short training time series. Zbl 1435.37100
Chen, Nan; Majda, Andrew J.
1
2020
Spatial localization for nonlinear dynamical stochastic models for excitable media. Zbl 1480.65026
Chen, Nan; Majda, Andrew J.; Tong, Xin T.
6
2019
Topology optimization of unsaturated flows in multi-material porous media: application to a simple diaper model. Zbl 1460.76770
Wein, Fabian; Chen, Nan; Iqbal, Naveed; Stingl, Michael; Avila, Marc
5
2019
Bayesian hierarchical classification and information sharing for clinical trials with subgroups and binary outcomes. Zbl 1429.62507
Chen, Nan; Lee, J. Jack
4
2019
A new delta expansion for multivariate diffusions via the Itô-Taylor expansion. Zbl 1452.62607
Yang, Nian; Chen, Nan; Wan, Xiangwei
4
2019
A new efficient parameter estimation algorithm for high-dimensional complex nonlinear turbulent dynamical systems with partial observations. Zbl 1453.65008
Chen, Nan; Majda, Andrew J.
3
2019
The principle of not feeling the boundary for the SABR model. Zbl 1420.91452
Chen, Nan; Yang, Nian
3
2019
Numerical study of formation of a series of bubbles at a submerged orifice. Zbl 1481.76239
Chen, Xiyu; Chen, Nan; Delgado, Antonio
1
2019
Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions. Zbl 1380.60055
Chen, Nan; Majda, Andrew J.
15
2018
Rigorous analysis for efficient statistically accurate algorithms for solving Fokker-Planck equations in large dimensions. Zbl 1410.35244
Chen, Nan; Majda, Andrew J.; Tong, Xin T.
8
2018
Robust \(H_\infty\) dynamic output-feedback control for four-wheel independently actuated electric ground vehicles through integrated AFS/DYC. Zbl 1404.93015
Jing, Hui; Wang, Rongrong; Wang, Junmin; Chen, Nan
7
2018
Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation. Zbl 1391.62193
Cai, Chunhao; Chen, Nan; You, Honglong
6
2018
Web-based statistical tools for the analysis and design of clinical trials that incorporate historical controls. Zbl 1469.62039
Chen, Nan; Carlin, Bradley P.; Hobbs, Brian P.
1
2018
Exact simulation of the SABR model. Zbl 1405.91598
Cai, Ning; Song, Yingda; Chen, Nan
21
2017
Beating the curse of dimension with accurate statistics for the Fokker-Planck equation in complex turbulent systems. Zbl 1404.35444
Chen, Nan; Majda, Andrew J.
17
2017
Closed-form estimators for the gamma distribution derived from likelihood equations. Zbl 07671797
Ye, Zhi-Sheng; Chen, Nan
10
2017
Approximate arbitrage-free option pricing under the SABR model. Zbl 1401.91538
Yang, Nian; Chen, Nan; Liu, Yanchu; Wan, Xiangwei
7
2017
Projection-based outlier detection in functional data. Zbl 1506.62547
Ren, Haojie; Chen, Nan; Zou, Changliang
7
2017
An optimization view of financial systemic risk modeling: network effect and market liquidity effect. Zbl 1352.90091
Chen, Nan; Liu, Xin; Yao, David D.
25
2016
Simple stochastic model for El Niño with westerly wind bursts. Zbl 1355.86005
Thual, Sulian; Majda, Andrew J.; Chen, Nan; Stechmann, Samuel N.
9
2016
Global-in-time Gevrey regularity solution for a class of bistable gradient flows. Zbl 1350.35050
Chen, Nan; Wang, Cheng; Wise, Steven
6
2016
Unbiased simulation of distributions with explicitly known integral transforms. Zbl 1356.65028
Belomestny, Denis; Chen, Nan; Wang, Yiwei
1
2016
Coordinated active steering and four-wheel independently driving/braking control with control allocation. Zbl 1338.93060
Wang, Jinxiang; Wang, Rongrong; Jing, Hui; Chen, Nan
1
2016
Condition-based maintenance using the inverse Gaussian degradation model. Zbl 1346.90269
Chen, Nan; Ye, Zhi-Sheng; Xiang, Yisha; Zhang, Linmiao
25
2015
Noisy Lagrangian tracers for filtering random rotating compressible flows. Zbl 1329.76128
Chen, Nan; Majda, Andrew J.; Tong, Xin T.
16
2015
Robust lateral motion control of four-wheel independently actuated electric vehicles with tire force saturation consideration. Zbl 1307.93134
Wang, Rongrong; Zhang, Hui; Wang, Junmin; Yan, Fengjun; Chen, Nan
11
2015
Predicting the cloud patterns for the boreal summer intraseasonal oscillation through a low-order stochastic model. Zbl 1364.86015
Chen, Nan; Majda, Andrew J.
10
2015
A rational sequential probability ratio test control chart for monitoring process shifts in mean and variance. Zbl 1457.62385
Ou, Yanjing; Wu, Zhang; Khoo, Michael B. C.; Chen, Nan
8
2015
Optimization and finite-frequency \(H_\infty\) control of active suspensions in in-wheel motor driven electric ground vehicles. Zbl 1307.93148
Wang, Rongrong; Jing, Hui; Yan, Fengjun; Reza Karimi, Hamid; Chen, Nan
7
2015
Optimal double stopping of a Brownian bridge. Zbl 1333.60080
Baurdoux, Erik J.; Chen, Nan; Surya, Budhi A.; Yamazaki, Kazutoshi
3
2015
Composite hierarchical anti-disturbance control for nonlinear systems with DOBC and fuzzy control. Zbl 1279.93029
Wei, Xinjiang; Chen, Nan
23
2014
Information barriers for noisy Lagrangian tracers in filtering random incompressible flows. Zbl 1320.60102
Chen, Nan; Majda, Andrew J.; Tong, Xin T.
21
2014
American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach. Zbl 1307.91172
Chen, Nan; Liu, Yanchu
13
2014
An MCMC algorithm for parameter estimation in signals with hidden intermittent instability. Zbl 1350.60071
Chen, Nan; Giannakis, Dimitrios; Herbei, Radu; Majda, Andrew J.
8
2014
Non-Gaussian test models for prediction and state estimation with model errors. Zbl 1334.60058
Branicki, Michal; Chen, Nan; Majda, Andrew J.
2
2014
Localization and exact simulation of Brownian motion-driven stochastic differential equations. Zbl 1291.65011
Chen, Nan; Huang, Zhengyu
24
2013
Composite adaptive disturbance observer-based control for a class of nonlinear systems with multisource disturbance. Zbl 1273.93099
Wei, Xinjiang; Chen, Nan; Li, Wuquan
16
2013
Non-Gaussian test models for prediction and state estimation with model errors. Zbl 1316.60055
Branicki, Michal; Chen, Nan; Majda, Andrew J.
12
2013
A nonzero-sum game approach to convertible bonds: tax benefit, bankruptcy cost, and early/late calls. Zbl 1282.91065
Chen, Nan; Dai, Min; Wan, Xiangwei
8
2013
Composite stratified anti-disturbance control for a class of MIMO discrete-time systems with nonlinearity. Zbl 1261.93057
Wei, Xinjiang; Chen, Nan; Deng, Changhui; Liu, Xiaohua; Tang, Meiqin
6
2012
On the inverse problems for the coupled continuum pipe flow model for flows in karst aquifers. Zbl 1328.35318
Lu, Shuai; Chen, Nan; Hu, Bang; Cheng, Jin
4
2012
Brownian meanders, importance sampling and unbiased simulation of diffusion extremes. Zbl 1257.62086
Chen, Nan; Huang, Zhengyu
3
2012
Uniqueness and stability of the minimizer for a binary functional arising in an inverse heat conduction problem. Zbl 1218.49030
Deng, Zui-Cha; Yang, Liu; Chen, Nan
3
2011
Performance analysis of queue length monitoring of \(M/G/1\) systems. Zbl 1241.90031
Chen, Nan; Yuan, Yuan; Zhou, Shiyu
3
2011
Optimal control of multiple-time delayed systems based on the control parameterization method. Zbl 1244.49049
Gui, W. H.; Shen, X. Y.; Chen, N.; Yang, C. H.; Wang, L. Y.
1
2011
Occupation times of jump-diffusion processes with double exponential jumps and the pricing of options. Zbl 1218.60068
Cai, Ning; Chen, Nan; Wan, Xiangwei
39
2010
Asymptotic analysis of the differences between the Stokes-Darcy system with different interface conditions and the Stokes-Brinkman system. Zbl 1352.35093
Chen, Nan; Gunzburger, Max; Wang, Xiaoming
39
2010
Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk. Zbl 1168.91379
Chen, Nan; Kou, S. G.
41
2009
Pricing double-barrier options under a flexible jump diffusion model. Zbl 1187.91208
Cai, Ning; Chen, Nan; Wan, Xiangwei
28
2009
On fractional control method for four-wheel-steering vehicle. Zbl 1354.70054
Chen, Ning; Chen, Nan; Chen, Yandong
2
2009
Malliavin Greeks without Malliavin calculus. Zbl 1133.60030
Chen, Nan; Glasserman, Paul
23
2007
Additive and multiplicative duals for American option pricing. Zbl 1146.91022
Chen, Nan; Glasserman, Paul
18
2007
A parallel implementation of the cellular Potts model for simulation of cell-based morphogenesis. Zbl 1155.92303
Chen, Nan; Glazier, James A.; Alber, Mark S.
1
2006
all top 5

Cited by 675 Authors

19 Chen, Nan
17 Majda, Andrew J.
12 Wei, Xinjiang
8 Cui, Zhenyu
7 Li, Yingqiu
7 Tong, Xin Thomson
6 Zhang, Huifeng
6 Zhou, Xiaowen
5 Qi, Di
5 Stechmann, Samuel N.
4 Fu, Michael C.
4 Giesecke, Kay
4 Jang, Yu-Hyeong
4 Kim, Hyoung-Moon
4 Ma, Jingtang
4 Sun, Haibin
3 Aoudia, Djilali Ait
3 Branicki, Michał
3 Castro, Inma T.
3 Chen, Ye
3 Han, Jian
3 Herrmann, Samuel
3 Hu, Xin
3 Joshi, Mark S.
3 Karimi, Hamid Reza
3 Li, Chenxu
3 Liu, Yanchu
3 Marazzina, Daniele
3 Peng, Yijie
3 Pirjol, Dan
3 Sun, Shixiang
3 Temam, Roger Meyer
3 Wang, Zhaojun
3 Yang, Nian
3 Yang, Wensheng
3 Zhao, Jing
2 Becker, Sebastian
2 Belomestny, Denis
2 Blanchet, Jose H.
2 Brignone, Riccardo
2 Cai, Ning
2 Cai, Yingfeng
2 Campi, Luciano
2 Chen, Long
2 Chen, Te
2 Cheridito, Patrick
2 Choi, Jaehyuk
2 Dassios, Angelos
2 Deaconu, Madalina
2 Deng, Quanling
2 Farkas, Walter
2 Flandoli, Franco
2 Fu, Shubin
2 Fu, Zhumu
2 Fusai, Gianluca
2 Germano, Guido
2 Glover, Kristoffer J.
2 Guo, Lei
2 Harlim, John
2 Hou, Linlin
2 Jentzen, Arnulf
2 Jiang, Haobin
2 Juneja, Sandeep
2 Kwok, Yue-Kuen
2 Landriault, David
2 Leitao, Álvaro
2 Li, Bin
2 Li, Bo
2 Li, Yankai
2 Li, Yao
2 Liang, Gechun
2 Liu, Bin
2 Liu, Leipo
2 Louzada, Francisco
2 Luo, Dejun
2 Mathys, Ludovic
2 Oosterlee, Cornelis Willebrordus
2 Oudjane, Nadia
2 Parczewski, Peter
2 Pollock, Murray
2 Ramos, Pedro Luiz
2 Renaud, Jean-François
2 Ricci, Cristiano
2 Roberts, Gareth O.
2 Schoenmakers, John G. M.
2 Schweizer, Nikolaus
2 Shi, Chao
2 Sirignano, Justin A.
2 Song, Shiyu
2 Spiliopoulos, Konstantinos V.
2 Sun, Changyin
2 Uda, Kenneth
2 Vasiljević, Nikola
2 Wan, Xiangwei
2 Wang, Yongjin
2 Wang, Zheng
2 Wei, Yushao
2 Wen, Yuzhen
2 Wong, Pak Kin
2 Wu, Kang
...and 575 more Authors
all top 5

Cited in 125 Serials

28 European Journal of Operational Research
23 Journal of the Franklin Institute
15 Quantitative Finance
10 Journal of Computational Physics
9 Journal of Computational and Applied Mathematics
7 Physica D
7 SIAM/ASA Journal on Uncertainty Quantification
6 Advances in Applied Probability
6 Journal of Applied Probability
6 Statistics & Probability Letters
6 Journal of Economic Dynamics & Control
5 International Journal of Control
5 Mathematics of Operations Research
5 Insurance Mathematics & Economics
5 International Journal of Robust and Nonlinear Control
5 Mathematical Problems in Engineering
5 International Journal of Theoretical and Applied Finance
5 Stochastics
4 Applied Mathematics and Computation
4 Journal of Statistical Computation and Simulation
4 Stochastic Processes and their Applications
4 Applied Mathematical Finance
4 Finance and Stochastics
4 Mathematical Finance
4 International Journal of Systems Science. Principles and Applications of Systems and Integration
3 Journal of Mathematical Analysis and Applications
3 Nonlinearity
3 Information Sciences
3 Operations Research
3 Communications in Statistics. Simulation and Computation
3 Communications in Statistics. Theory and Methods
3 Journal of Nonlinear Science
3 INFORMS Journal on Computing
3 Nonlinear Dynamics
3 Chaos
3 SIAM Journal on Financial Mathematics
3 Statistics and Computing
2 Automatica
2 Journal of Multivariate Analysis
2 Operations Research Letters
2 Chinese Annals of Mathematics. Series B
2 Computers & Operations Research
2 Journal of Theoretical Probability
2 International Journal of Adaptive Control and Signal Processing
2 International Journal of Computer Mathematics
2 SIAM Journal on Scientific Computing
2 Complexity
2 Electronic Journal of Probability
2 Abstract and Applied Analysis
2 Probability in the Engineering and Informational Sciences
2 Methodology and Computing in Applied Probability
2 Discrete and Continuous Dynamical Systems. Series B
2 SIAM Journal on Applied Dynamical Systems
2 Review of Derivatives Research
2 Journal of the Korean Statistical Society
2 Frontiers of Mathematics in China
2 Mathematics and Financial Economics
2 Discrete and Continuous Dynamical Systems. Series S
2 Mathematics of Climate and Weather Forecasting
1 The American Statistician
1 Computer Methods in Applied Mechanics and Engineering
1 Indian Journal of Pure & Applied Mathematics
1 Journal of Statistical Physics
1 Lithuanian Mathematical Journal
1 Mathematical Methods in the Applied Sciences
1 Physica A
1 Applied Mathematics and Optimization
1 Journal of the American Statistical Association
1 Journal of Differential Equations
1 Journal of Econometrics
1 Journal of Functional Analysis
1 Journal of Optimization Theory and Applications
1 Mathematics and Computers in Simulation
1 Meccanica
1 Naval Research Logistics
1 SIAM Journal on Control and Optimization
1 Statistica Neerlandica
1 Acta Mathematicae Applicatae Sinica
1 Statistics
1 Asia-Pacific Journal of Operational Research
1 Journal of Scientific Computing
1 Journal of Applied Mathematics and Stochastic Analysis
1 European Journal of Applied Mathematics
1 Annals of Operations Research
1 Japan Journal of Industrial and Applied Mathematics
1 The Annals of Applied Probability
1 Discrete Event Dynamic Systems
1 Applied Mathematical Modelling
1 Proceedings of the National Academy of Sciences of the United States of America
1 SIAM Review
1 Computational Statistics and Data Analysis
1 Theory of Probability and Mathematical Statistics
1 Electronic Communications in Probability
1 Bernoulli
1 Discrete and Continuous Dynamical Systems
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Mathematical Methods of Operations Research
1 Discrete Dynamics in Nature and Society
1 Acta Mathematica Sinica. English Series
1 International Game Theory Review
...and 25 more Serials

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