John Chadam
Affiliations: | University of Pittsburgh, Pittsburgh, PA, United States |
Area:
MathematicsGoogle:
"John Chadam"Children
Sign in to add traineeGe Han | grad student | 2002 | University of Pittsburgh |
Lan Cheng | grad student | 2005 | University of Pittsburgh |
L. K. Tsui | grad student | 2010 | University of Pittsburgh |
Huibin Cheng | grad student | 2011 | University of Pittsburgh |
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Publications
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Chen X, Saunders D, Chadam J. (2020) Analysis of an optimal stopping problem arising from hedge fund investing Journal of Mathematical Analysis and Applications. 483: 123559 |
Chen X, Cheng H, Chadam J. (2013) Nonconvexity of the optimal exercise boundary for an american put option on a dividend-paying asset Mathematical Finance. 23: 169-185 |
Chen X, Cheng L, Chadam J, et al. (2011) Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions Annals of Applied Probability. 21: 1663-1693 |
Chen X, Chadam J, Jiang L, et al. (2008) Convexity of the exercise boundary of the american put option on a zero dividend asset Mathematical Finance. 18: 185-197 |
Dejun X, Xinfu C, Chadam J. (2007) Optimal payment of mortgages European Journal of Applied Mathematics. 18: 363-388 |
Chen X, Chadam J. (2006) A mathematical analysis of the optimal exercise boundary for american put options Siam Journal On Mathematical Analysis. 38: 1613-1641 |
Lan C, Xinfu C, Chadam J, et al. (2006) Analysis of an inverse first passage problem from risk management Siam Journal On Mathematical Analysis. 38: 845-873 |
Chen X, Chadam J. (2003) Analytical and numerical approximations for the early exercise boundary for american put options Dynamics of Continuous, Discrete and Impulsive Systems Series a: Mathematical Analysis. 10: 649-660 |
Chadam J, Ortoleva P, Qin Y, et al. (2001) The effect of hydrodynamic dispersion on reactive flows in porous media European Journal of Applied Mathematics. 12: 557-569 |
Chadam J, Chen X, Gianni R, et al. (1997) A reaction infiltration problem: Classical solutions Proceedings of the Edinburgh Mathematical Society. 40: 275-291 |