, China
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ANZIAM Journal Vol. 64 (2022) - Articles for Printed Issues
Volatility swaps valuation under a modified risk-neutralized Heston model with a stochastic long-run variance level
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ANZIAM Journal Vol. 64 (2022) - Proceedings Computational Techniques and Applications Conference
The finite element method for the space fractional magnetohydrodynamic flow and heat transfer on an irregular domain
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ANZIAM Journal Vol. 64 (2022) - Articles for Printed Issues
An IMEX-based approach for the pricing of equity warrants under fractional Brownian motion models
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ANZIAM Journal Vol. 49 (2007) - Articles for Printed Issues
Inverse Coefficient Problems for Nonlinear Elliptic Equations
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ANZIAM Journal Vol. 48 (2006) - Proceedings Computational Techniques and Applications Conference
Implicit difference approximation of the Galilei invariant fractional advection diffusion equation
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ANZIAM Journal Vol. 48 (2006) - Proceedings Computational Techniques and Applications Conference
Numerical treatment for the fractional Fokker-Planck equation
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ANZIAM Journal Vol. 49 (2007) - Articles for Printed Issues
Computable strongly ergodic rates of convergence for continuous-time Markov chains
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ANZIAM Journal Vol. 49 (2007) - Articles for Printed Issues
Perturbation theory for the LU and QR factorizations
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ANZIAM Journal Vol. 51 (2009) - Articles for Electronic Supplement
Modified generalised successive over-relaxation method for augmented linear systems
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ANZIAM Journal Vol. 51 (2009) - Articles for Printed Issues
Mixed delay dependent stability of high-order neural networks based on a weak coupling LMI set
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ANZIAM Journal Vol. 51 (2009) - Articles for Electronic Supplement
First eigenvalue of Schrodinger operator of space-like hypersurfaces
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ANZIAM Journal Vol. 50 (2008) - Articles for Printed Issues
A Class of Mix Design Problems: Formulation, Solution Methods and Applications
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ANZIAM Journal Vol. 51 (2009) - Articles for Printed Issues
Optimal control problems for general global hybrid dynamical systems with matrix cost functional
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ANZIAM Journal Vol. 51 (2009) - Articles for Printed Issues
Analysis of the inexact Uzawa algorithms for nonlinear saddle point problems
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ANZIAM Journal Vol. 54 (2012) - Articles for Electronic Supplement
Two level parallel preconditioning derived from an approximate inverse based on the Sherman--Morrison formula
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ANZIAM Journal Vol. 51 (2009) - Articles for Printed Issues
Traveling wave solutions in nonlocal reaction-diffusion systems with delays and applications
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ANZIAM Journal Vol. 50 (2008) - Articles for Printed Issues
The fundamental and numerical solutions of the Riesz space fractional reaction-dispersion equation
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ANZIAM Journal Vol. 52 (2010) - Articles for Printed Issues
Reliability analysis of a simple repairable system
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ANZIAM Journal Vol. 51 (2009) - Articles for Printed Issues
A time-fuel optimal control problem of a cruise missile
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ANZIAM Journal Vol. 52 (2010) - Articles for Printed Issues
Optimal investment and reinsurance in a jump diffusion risk model
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ANZIAM Journal Vol. 51 (2009) - Articles for Printed Issues
Optimal proportional reinsurance under two criteria: maximizing the expected utility and minimizing the value at risk
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ANZIAM Journal Vol. 52 (2010) - Proceedings Computational Techniques and Applications Conference
The computational simulation of brain connectivity using diffusion tensor MRI
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ANZIAM Journal Vol. 53 (2011) - Articles for Printed Issues
Optimal control of multiple-time delayed systems based on the control parameterization method
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ANZIAM Journal Vol. 53 (2011) - Articles for Printed Issues
Optimal control of switched impulsive systems with time delay
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ANZIAM Journal Vol. 54 (2012) - Articles for Printed Issues
Integrated PID controller design for an unmanned aerial vehicle with static stability
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ANZIAM Journal Vol. 54 (2012) - Articles for Printed Issues
Approximating the Kohlrausch function by sums of exponentials
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ANZIAM Journal Vol. 54 (2012) - Articles for Printed Issues
Nonlinear wave equations and reaction-diffusion equations with several nonlinear source terms of different signs at high energy level
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ANZIAM Journal Vol. 56 (2014) - Articles for Printed Issues
Feedback predictive control of nonhomogeneous Markov jump systems with nonsymmetric constraints
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ANZIAM Journal Vol. 55 (2013) - Articles for Printed Issues
A closed-form pricing formula for variance swaps with mean-reverting Gaussian volatility
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ANZIAM Journal Vol. 56 (2014) - Articles for Printed Issues
Optimal time-consistent portfolio and contribution selection for defined benefit pension schemes under mean–variance criterion
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ANZIAM Journal Vol. 55 (2013) - Proceedings Engineering Mathematics and Applications Conference
A numerical investigation of the time distributed-order diffusion model
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ANZIAM Journal Vol. 56 (2014) - Articles for Printed Issues
A locally smoothing method for mathematical programs with complementarity constraints
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ANZIAM Journal Vol. 55 (2013) - Articles for Electronic Supplement
On the convergence properties of the modified Polak--Ribiere--Polyak method with the standard Armijo line search
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ANZIAM Journal Vol. 57 (2015) - Special Issue for Financial Mathematics, Probability and Statistics
Optimal proportional reinsurance and investment problem with constraints on risk control in a general jump-diffusion financial market
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ANZIAM Journal Vol. 57 (2015) - Special Issue for Financial Mathematics, Probability and Statistics
CPDO with finite termination: maximal return under cash-in and cash-out conditions
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ANZIAM Journal Vol. 57 (2015) - Articles for Printed Issues
High-order upwind finite volume element method for first-order hyperbolic optimal control problems
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ANZIAM Journal Vol. 56 (2014) - Articles for Printed Issues
A combined first-order and second-order variation approach for multiplicative noise removal
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ANZIAM Journal Vol. 58 (2016) - Articles for Printed Issues
Optimal mean-variance reinsurance with common shock dependence
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Approximate controllability of population dynamics with size dependence and spatial distribution
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
On the well-posedness of a nonlinear hierarchical size-structured population model
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ANZIAM Journal Vol. 59 (2017) - Articles for Printed Issues
Calculation of critical parameters for spontaneous combustion for some complex geometries using an indirect numerical method
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
The invariant region for the equations of nonisentropic gas dynamics
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Pinning synchronization of fractional-order complex networks by a single controller
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
The Mellin central projection transform
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Dynamics of pseudo almost periodic solution for impulsive neoclassical growth model
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
An alternative method of concept learning
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Image inpainting from partial noisy data by directional complex tight framelets
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Competitive analysis of interrelated price online inventory problems with demands
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Rare events in the stochastic Camassa-Holm equation
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Based on the PCA-ARIMA-BP hybrid model of stock price prediction research
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Isolated Scattering Number Can be Computed in Polynomial Time for Interval Graphs
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Based on SARIMA-BP hybrid model and SSVM model of international crude oil price prediction research
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
The \( L_r \) convergence and weak laws of large numbers for \(\widetilde{\rho}\)-mixing random variables
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Asymptotic behaviour of a class of resource competition biology species system by the fractional Brownian motion
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Time required for allele frequency change
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Isolated scattering number of split graphs and graph products
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Parallel machine scheduling with job delivery coordination
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Computational methods for logistics problems related to optimal trees
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
A study on the error of distributed algorithms for big data classification with SVM
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
New generalized \(h\)-implications
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
On multi-asset spread option pricing in a Wick–Itô–Skorohod integral framework
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Approximation by spherical neural networks with zonal functions
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Delayed fuzzy \(H_\infty\) control of offshore steel jacket platforms
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Network design for minimum spanning trees under Hamming distance
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
A note on Markovian quantum dynamics
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Characterizations of the Borel \(\sigma\)-fields of the fuzzy number space
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Delayed state feedback \(H_\infty\) control for periodic-review inventory systems
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Learning gradients from nonidentical data
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Pricing perpetual timer option under the stochastic volatility model of Hull–White
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Scheduling on two parallel machines with two dedicated servers
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ANZIAM Journal Vol. 58 (2016) - ANZIAM-ZPAMS Joint Meeting
Coverage performance of cognitive radio networks powered by renewable energy
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ANZIAM Journal Vol. 59 (2017) - Articles for Printed Issues
An analytical approach for variance swaps with an Ornstein-Uhlenbeck process
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ANZIAM Journal Vol. 58 (2016) - Articles for Printed Issues
Optimal decision-making for online and offline retailers under BOPS mode
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ANZIAM Journal Vol. 59 (2017) - Articles for Printed Issues
Bi-level programming approach to optimal strategy for vendor-managed inventory problems under random demand
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ANZIAM Journal Vol. 60 (2018) - Articles for Printed Issues
On the \(O(1/K)\) convergence rate of alternating direction method of multipliers in a complex domain
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ANZIAM Journal Vol. 60 (2018) - Articles for Printed Issues
Option pricing under the KoBol model
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ANZIAM Journal Vol. 60 (2018) - Articles for Printed Issues
The controller design for singular fractional-order systems with fractional order \(0 < \alpha< 1\)
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ANZIAM Journal Vol. 61 (2019) - Articles for Printed Issues
New adaptive Barzilai--Borwein step size and its application in solving large-scale optimization problems
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ANZIAM Journal Vol. 61 (2019) - Articles for Printed Issues
A new linear and conservative finite difference scheme for the Gross–Pitaevskii equation with angular momentum rotation
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ANZIAM Journal Vol. 60 (2018) - Proceedings Computational Techniques and Applications Conference
Error indicators and adaptive refinement of the discrete thin plate spline smoother
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ANZIAM Journal Vol. 62 (2020) - Articles for Printed Issues
Asymptotic behaviour of the stochastic Maki-Thompson model with a forgetting mechanism on open populations
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ANZIAM Journal Vol. 61 (2019) - Articles for Printed Issues
Optimal investment and consumption with stochastic factor and delay
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ANZIAM Journal Vol. 63 (2021) - Articles for Printed Issues
Optimal portfolio and consumption for a Markovian regime-switching jump-diffusion process
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ANZIAM Journal Vol. 62 (2020) - Articles for Printed Issues
A modified immersed finite volume element method for elliptic interface problems
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ANZIAM Journal Vol. 63 (2021) - Special Issue for Financial Mathematics, Probability and Statistics
Option pricing under the fractional stochastic volatility model
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ANZIAM Journal Vol. 63 (2021) - Special Issue for Financial Mathematics, Probability and Statistics
An analytical approximation formula for the pricing of credit default swaps with regime switching
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ANZIAM Journal Vol. 63 (2021) - Special Issue for Financial Mathematics, Probability and Statistics
Pricing timer options: second-order multiscale stochastic volatility asymptotics
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ANZIAM Journal Vol. 62 (2020) - Articles for Printed Issues
Linearly implicit energy-preserving Fourier pseudospectral schemes for the complex modified Korteweg-de Vries equation
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ANZIAM Journal Vol. 63 (2021) - Articles for Printed Issues
Stochastic model predictive control for spacecraft rendezvous and docking via a distributionally robust optimization approach
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ANZIAM Journal Vol. 51 (2009) - Articles for Printed Issues
Ruin probabilities under optimal investment and proportional reinsurance policy in jump diffusion risk process
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ANZIAM Journal Vol. 51 (2009) - Articles for Printed Issues
Optimal filtering in discrete-time systems with time delays and Markovian jump parameters
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ANZIAM Journal Vol. 51 (2009) - Articles for Printed Issues
An approximate matrix inversion procedure by parallelization of the Sherman--Morrison formula
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ANZIAM Journal Vol. 52 (2010) - Proceedings Computational Techniques and Applications Conference
Estimating the intermonth covariance between rainfall and the atmospheric circulation
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ANZIAM Journal Vol. 57 (2015) - Special Issue for Financial Mathematics, Probability and Statistics
Simulation of multi-asset option Greeks under a special Lévy model by Malliavin calculus
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ANZIAM Journal Vol. 57 (2015) - Articles for Printed Issues
Numerical stability and accuracy of the scaled boundary finite element method in engineering applications
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ANZIAM Journal Vol. 62 (2020) - Articles for Printed Issues
Game model for online and offline retailers under buy-online and pick-up-in-store mode with delivery cost and random demand
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ANZIAM Journal Vol. 61 (2019) - Articles for Printed Issues
A semi-analytical pricing formula for European options under the rough Heston-CIR model
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ANZIAM Journal Vol. 52 (2010) - Proceedings Computational Techniques and Applications Conference
Estimating components of covariance between two climate variables using model ensembles
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ANZIAM Journal Vol. 54 (2012) - Articles for Printed Issues
A modified projected conjugate gradient algorithm for unconstrained optimization problems
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ANZIAM Journal Vol. 56 (2014) - Articles for Printed Issues
Distributed proximal-gradient method for convex optimization with inequality constraints
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ANZIAM Journal Vol. 58 (2016) - Proceedings Computational Techniques and Applications Conference
Estimating modes of inter-decadal variability and predictability in coupled climate models
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ANZIAM Journal Vol. 52 (2010) - Articles for Printed Issues
Explicit series solution of a closure model for the von Kármán-Howarth equation
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ANZIAM Journal Vol. 55 (2013) - Articles for Printed Issues
New development of non-rigid registration
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