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John Chadam - Publications

Affiliations: 
University of Pittsburgh, Pittsburgh, PA, United States 
Area:
Mathematics

15 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Chen X, Saunders D, Chadam J. Analysis of an optimal stopping problem arising from hedge fund investing Journal of Mathematical Analysis and Applications. 483: 123559. DOI: 10.1016/J.Jmaa.2019.123559  0.436
2013 Chen X, Cheng H, Chadam J. Nonconvexity of the optimal exercise boundary for an american put option on a dividend-paying asset Mathematical Finance. 23: 169-185. DOI: 10.1111/j.1467-9965.2011.00500.x  0.334
2011 Chen X, Cheng L, Chadam J, Saunders D. Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions Annals of Applied Probability. 21: 1663-1693. DOI: 10.1214/10-Aap714  0.464
2008 Chen X, Chadam J, Jiang L, Zheng W. Convexity of the exercise boundary of the american put option on a zero dividend asset Mathematical Finance. 18: 185-197. DOI: 10.1111/J.1467-9965.2007.00328.X  0.398
2007 Dejun X, Xinfu C, Chadam J. Optimal payment of mortgages European Journal of Applied Mathematics. 18: 363-388. DOI: 10.1017/S0956792507006997  0.468
2006 Chen X, Chadam J. A mathematical analysis of the optimal exercise boundary for american put options Siam Journal On Mathematical Analysis. 38: 1613-1641. DOI: 10.1137/S0036141003437708  0.506
2006 Lan C, Xinfu C, Chadam J, Saunders D. Analysis of an inverse first passage problem from risk management Siam Journal On Mathematical Analysis. 38: 845-873. DOI: 10.1137/050622651  0.473
2003 Chen X, Chadam J. 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.  0.36
2001 Chadam J, Ortoleva P, Qin Y, Stamicar R. The effect of hydrodynamic dispersion on reactive flows in porous media European Journal of Applied Mathematics. 12: 557-569. DOI: 10.1017/S0956792501004600  0.363
1997 Chadam J, Chen X, Gianni R, Ricci R. A reaction infiltration problem: Classical solutions Proceedings of the Edinburgh Mathematical Society. 40: 275-291.  0.347
1995 Xin J, Peirce A, Chadam J, Ortoleva P. Reactive flows in layered porous media, I. Homogenization of free boundary problems Asymptotic Analysis. 11: 31-54. DOI: 10.3233/Asy-1995-11103  0.38
1994 Chadam J, Chen X, Comparini E, Ricci R. Travelling wave solutions of a reaction—infiltration problem and a related free boundary problem European Journal of Applied Mathematics. 5: 255-265. DOI: 10.1017/S0956792500001455  0.345
1993 Zhu Q, Peirce A, Chadam J. Initiation of shape instabilities of free boundaries in planar Cauchy-Stefan problems European Journal of Applied Mathematics. 4: 419-436. DOI: 10.1017/S0956792500001212  0.317
1988 Chadam J, Ortoleva P, Sen A. Weakly nonlinear stability analysis of the reactive infiltration interface Siam Journal On Applied Mathematics. 48: 1362-1378.  0.339
1974 Chadam JM, Glassey RT. Global existence of solutions to the Cauchy problem for time-dependent Hartree equations Journal of Mathematical Physics. 16: 1122-1130.  0.306
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