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Publications by Yuzhen Wen

Exit Problems for Jump Processes Having Double-Sided Jumps With Rational Laplace Transforms

Abstract and Applied Analysis

Applied Mathematics

English

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Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps With Rational Transforms

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Optimal Impulse Control for Cash Management With Double Exponential Jump Diffusion Processes

International Journal of Real Options and Strategy

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Martin Kernels for Markov Processes With Jumps

Potential Analysis

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On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes

Journal of Applied Probability

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On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes

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Kolmogorov’s Equations for Jump Markov Processes With Unbounded Jump Rates

Annals of Operations Research

Management Science

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Numerical Inverse Laplace Transforms for Electrical Engineering Simulation

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The Approximation of Laplace-Stieltjes Transforms With Finite Order

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