Xinfu Chen

According to our database, Xinfu Chen authored at least 29 papers between 1993 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2023

An Implicit Scheme for American Put Options.

Xinfu Chen, Zhengyang Lu, Jingtang Ma, Jinye Shen

J. Sci. Comput., November, 2023

2021

A Free Boundary Problem for Corporate Bond Pricing and Credit Rating Under Different Upgrade and Downgrade Thresholds.

Xinfu Chen, Jin Liang

SIAM J. Financial Math., 2021

2020

Phase Transitions and Bump Solutions of the Keller-Segel Model with Volume Exclusion.

José A. Carrillo, Xinfu Chen, Qi Wang, Zhian Wang, Lu Zhang

SIAM J. Appl. Math., 2020

2019

Numerical Method for Multi-Alleles Genetic Drift Problem.

Shixin Xu, Xinfu Chen, Chun Liu, Xingye Yue

SIAM J. Numer. Anal., 2019

Traveling Wave to Non-KPP Isothermal Diffusion Systems: Existence of Minimum Speed and Sharp Bounds.

Xinfu Chen, Yuanwei Qi

SIAM J. Math. Anal., 2019

On Balanced Growth Path Solutions of a Knowledge Diffusion and Growth Model.

Cong Qin, Xinfu Chen

SIAM J. Financial Math., 2019

Utility Maximization Under Trading Constraints with Discontinuous Utility.

Baojun Bian, Xinfu Chen, Zuo Quan Xu

SIAM J. Financial Math., 2019

2018

Portfolio Selection with Capital Gains Tax, Recursive Utility, and Regime Switching.

Jiatu Cai, Xinfu Chen, Min Dai

Manag. Sci., 2018

2017

Longtime Behavior of Solutions of a SIS Epidemiological Model.

Xinfu Chen, Je-Chiang Tsai, Yaping Wu

SIAM J. Math. Anal., 2017

Traveling Pulses in a Nonlocal Equation Arising Near a Saddle-Node Infinite Cycle Bifurcation.

Xinfu Chen, Bard Ermentrout

SIAM J. Appl. Math., 2017

2016

Optimal Mortgage Prepayment Under the Cox-Ingersoll-Ross Model.

Chris Jones, Xinfu Chen

SIAM J. Financial Math., 2016

2014

A New Approach to Importance Sampling in Taylor's Stochastic Volatility Model.

Bruce Qiang Sun, Xinfu Chen, Ting-Ting Huang

Commun. Stat. Simul. Comput., 2014

2013

Characterization of Optimal Strategy for Multiasset Investment and Consumption with Transaction Costs.

Xinfu Chen, Min Dai

SIAM J. Financial Math., 2013

2011

Asymptotic Analysis for the Narrow Escape Problem.

Xinfu Chen, Avner Friedman

SIAM J. Math. Anal., 2011

2009

Self-motion of camphor discs. model and analysis.

Xinfu Chen, Shin-ichiro Ei, Masayasu Mimura

Networks Heterog. Media, 2009

2008

Propagation of Local Disturbances in Reaction Diffusion Systems Modeling Quadratic Autocatalysis.

Xinfu Chen, Yuanwei Qi

SIAM J. Appl. Math., 2008

Numerical Tests of a Phase Field Model with Second Order Accuracy.

Gunduz Caginalp, Xinfu Chen, Christof Eck

SIAM J. Appl. Math., 2008

2007

Sharp Estimates on Minimum Travelling Wave Speed of Reaction Diffusion Systems Modelling Autocatalysis.

Xinfu Chen, Yuanwei Qi

SIAM J. Math. Anal., 2007

2006

Analysis of an Inverse First Passage Problem from Risk Management.

Lan Cheng, Xinfu Chen, John Chadam, David Saunders

SIAM J. Math. Anal., 2006

Uniqueness and Asymptotics of Traveling Waves of Monostable Dynamics on Lattices.

Xinfu Chen, Sheng-Chen Fu, Jong-Shenq Guo

SIAM J. Math. Anal., 2006

A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options.

Xinfu Chen, John Chadam

SIAM J. Math. Anal., 2006

2005

Periodicity and Uniqueness of Global Minimizers of an Energy Functional Containing a Long-Range Interaction.

Xinfu Chen, Yoshihito Oshita

SIAM J. Math. Anal., 2005

2003

Long Time Behavior of Solutions to P-Laplacian Equation with Absorption.

Xinfu Chen, Yuanwei Qi, Mingxin Wang

SIAM J. Math. Anal., 2003

A Free Boundary Problem for an Elliptic-Hyperbolic System: An Application to Tumor Growth.

Xinfu Chen, Avner Friedman

SIAM J. Math. Anal., 2003

Traveling Waves of Bistable Dynamics on a Lattice.

Peter W. Bates, Xinfu Chen, Adam J. J. Chmaj

SIAM J. Math. Anal., 2003

2001

Dynamics of an Interior Spike in the Gierer-Meinhardt System.

Xinfu Chen, Michal Kowalczyk

SIAM J. Math. Anal., 2001

2000

A Free Boundary Problem Arising in a Model of Wound Healing.

Xinfu Chen, Avner Friedman

SIAM J. Math. Anal., 2000

Phase Transition Near a Liquid-Gas Coexistence Equilibrium.

Xiao-Ping Wang, Xinfu Chen

SIAM J. Appl. Math., 2000

1993

Mathematical Modeling of Semiconductor Lasers.

Xinfu Chen, Avner Friedman, Li-Shang Jiang

SIAM J. Appl. Math., 1993