Justin W. L. Wan

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List of research outcomes

PublicationDate of PublicationType
Multigrid methods for convergent mixed finite difference scheme for Monge-Ampère equation2023-06-30Paper
Efficient pricing and hedging of high-dimensional American options using deep recurrent networks2023-06-20Paper
MM-ADMM: implicit integration of MMPDEs in parallel2023-06-05Paper
Multigrid method for pricing European options under the CGMY process2022-04-19Paper
Multigrid methods for image registration model based on optimal mass transport2022-02-01Paper
Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions2021-12-01Paper
Artificial viscosity joint spacetime multigrid method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck system arising from mean field games2021-06-30Paper
Numerical methods for two person games arising from transboundary pollution with emission permit trading2019-11-27Paper
Numerical methods for dynamic Bertrand oligopoly and American options under regime switching2018-11-13Paper
Monotone mixed finite difference scheme for Monge-Ampère equation2018-09-28Paper
Numerical method for image registration model based on optimal mass transport2018-09-14Paper
A Continuous Method for Reducing Interpolation Artifacts in Mutual Information-Based Rigid Image Registration2017-10-27Paper
Multigrid Methods with Newton-Gauss-Seidel Smoothing and Constraint Preserving Interpolation for Obstacle Problems2016-08-10Paper
Multigrid Methods for Systems of Hyperbolic Conservation Laws2014-05-21Paper
Finding off‐diagonal entries of the inverse of a large symmetric sparse matrix2014-02-19Paper
Multigrid Methods for Second Order Hamilton--Jacobi--Bellman and Hamilton--Jacobi--Bellman--Isaacs Equations2014-01-21Paper
An inviscid model for nonrigid image registration2011-05-17Paper
Kernel Preserving Multigrid Methods for Convection-Diffusion Equations2006-05-31Paper
A Boundary Condition--Capturing Multigrid Approach to Irregular Boundary Problems2005-02-25Paper

Research outcomes over time


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