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Variable annuity with a surrender option under multiscale stochastic volatility
Author: Huh, Jeonggyu; Jeon, Junkee; Park, Kyunghyun
Journal: JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS. 2023; Vol. 40, Issue 1, pp. 1-39. DOI: 10.1007/s13160-022-00510-5
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A relaxation two-sweep modulus-based matrix splitting iteration method for horizontal linear complementarity problems
Author: Huang, Zhengge; Cui, Jingjing
Journal: JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS. 2023; Vol. 40, Issue 1, pp. 141-182. DOI: 10.1007/s13160-022-00514-1
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A note on New higher-order weak lower inner epiderivatives and application to Karush-Kuhn-Tucker necessary optimality conditions in set-valued optimization [Japan Journal of Industrial and Applied Mathematics. 37, 851-866 (2020)]
Author: Lv, Maoyuan; Wang, Qilin
Journal: JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS. 2023; Vol. 40, Issue 1, pp. 265-273. DOI: 10.1007/s13160-022-00513-2
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Complete moment convergence for randomly weighted sums of arrays of rowwise m(n)-extended negatively dependent random variables and its applications
Author: Zhou, Jinyu; Yan, Jigao; Yan, Tianjiao
Journal: JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS. 2023; Vol. 40, Issue 1, pp. 361-397. DOI: 10.1007/s13160-022-00522-1
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Two new fixed point iterative schemes for absolute value equations
Author: Ali, Rashid; Pan, Kejia
Journal: JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS. 2023; Vol. 40, Issue 1, pp. 303-314. DOI: 10.1007/s13160-022-00526-x
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Robust Schur complement preconditioner for block-Toeplitz system and its application in image restoration
Author: Zhang, Jia-Lin; Zhang, Guo-Feng
Journal: JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS. 2023; Vol. 40, Issue 1, pp. 339-359. DOI: 10.1007/s13160-022-00527-w
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A closed-form pricing formula for European options under a new three-factor stochastic volatility model with regime switching
Author: He, Xin-Jiang; Lin, Sha
Journal: JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS. 2023; Vol. 40, Issue 1, pp. 525-536. DOI: 10.1007/s13160-022-00538-7
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Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations
Author: Zou, Lei; Peng, Jiangyan; Yang, Ruonan
Journal: JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS. 2023; Vol. 40, Issue 1, pp. 603-643. DOI: 10.1007/s13160-022-00542-x
