Xiao-Ting Gan

Available identifiers

zbMath Open gan.xiaotingMaRDI QIDQ668221

List of research outcomes

Publication	Date of Publication	Type
On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models	2023-07-07	Paper
Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization	2022-02-28	Paper
A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method	2021-11-29	Paper
Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method	2021-10-12	Paper
https://portal.mardi4nfdi.de/entity/Q4995654	2021-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q4996396	2021-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q4996826	2021-07-01	Paper
On the convergence of a Crank-Nicolson fitted finite volume method for pricing American bond options	2021-05-14	Paper
Pricing American Options under Regime-Switching Model with a Crank-Nicolson Fitted Finite Volume Method	2021-04-27	Paper
An efficient symmetric finite volume element method for second-order variable coefficient parabolic integro-differential equations	2021-01-07	Paper
Symmetric finite volume element approximations of second order linear hyperbolic integro-differential equations	2020-10-11	Paper
https://portal.mardi4nfdi.de/entity/Q3306598	2020-08-12	Paper
A network traffic prediction model based on quantum-behaved particle swarm optimization algorithm and fuzzy wavelet neural network	2019-07-30	Paper
https://portal.mardi4nfdi.de/entity/Q5381659	2019-06-21	Paper
Symmetric finite volume method for second order variable coefficient hyperbolic equations	2019-03-18	Paper
https://portal.mardi4nfdi.de/entity/Q3131833	2018-01-29	Paper
https://portal.mardi4nfdi.de/entity/Q3132249	2018-01-29	Paper
https://portal.mardi4nfdi.de/entity/Q3132252	2018-01-29	Paper
Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models	2017-10-24	Paper
https://portal.mardi4nfdi.de/entity/Q5371531	2017-10-20	Paper
https://portal.mardi4nfdi.de/entity/Q5276979	2017-07-14	Paper
https://portal.mardi4nfdi.de/entity/Q2987181	2017-05-17	Paper
https://portal.mardi4nfdi.de/entity/Q3181001	2017-01-06	Paper
https://portal.mardi4nfdi.de/entity/Q3194425	2015-10-28	Paper
https://portal.mardi4nfdi.de/entity/Q5498199	2015-02-11	Paper
https://portal.mardi4nfdi.de/entity/Q4927036	2013-06-20	Paper
https://portal.mardi4nfdi.de/entity/Q5199658	2011-08-16	Paper

Research outcomes over time

This page was built for person: Xiao-Ting Gan