Author/Title Research Type Related Fields
Tim Leung. (2021) Employee Stock Options, Exercise Timing, Hedging, and Valuation. World Scientific Publications, Books
Hong Qian. (2017) Mathematical Kinetic Models: Applications in Biophysics and Biochemistry. Peking University Press.  Publications, Books
J. Nathan Kutz, Steven L. Brunton, Bingni W. Brunton, and Joshua Proctor (2016). Dynamic Mode Decomposition: Data-Driven Modeling of Complex Systems. SIAM. Publications, Books
Tim Leung and Marco Santoli (2016). Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation, Springer Briefs in Quantitative Finance, Springer, New York. Publications, Books
Tim Leung and Xin Li.  (2016). Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications. (1st ed.) Singapore, World Scientific Publishing Company. Publications, Books
Mark Kot. (2014) A First Course in the Calculus of Variations. American Mathematical Society.  Publications, Books
John B. Guerard, Jr., Introduction to financial forecasting in investment analysis, Springer, 2013. Publications, Books
J. Nathan Kutz. (2013) Data-Driven Modeling & Scientific Computation: Methods for Complex Systems & Big Data. Oxford University Press.  Publications, Books
Anne Greenbaum and Timothy P. Chartier. (2012) Numerical Methods: Design, Analysis, and Computer Implementation of Algorithms. Princeton University Press. Publications, Books
Hong Qian and Daniel Beard. (2008) Chemical Biophysics: Quantitative Analysis of Cellular Systems. Cambridge University Press.  Publications, Books
Ka-Kit Tung. (2007) Topics in Mathematical Modeling. Princeton University Press Publications, Books
Randall LeVeque. (2007) Finite Difference Methods for Ordinary and Partial Differential Equations. SIAM. Publications, Books
Randall LeVeque. (2002) Finite Volume Methods for Hyperbolic Problems. Cambridge University Press. Publications, Books
Mark Kot. (2001) Elements of Mathematical Ecology. Cambridge University Press.  Publications, Books
Randall LeVeque, D. Mihalas, E. Dorfi, E. Mueller. (1998) Computational Methods for Astrophysical Fluid Flow. Springer-Verlag. Publications, Books
Randall LeVeque. (1990) Numerical Methods for Conservation Laws. Birkhauser-Verlag Basel.  Publications, Books
Anne Greenbaum. (1987) Iterative Methods for Solving Linear Systems. SIAM. Publications, Books