Jisang Lyu
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Calibration of the temporally varying volatility and interest rate functions International Journal of Computer Mathematics | 2022-04-25 | Paper |
| Optimal non-uniform finite difference grids for the Black-Scholes equations Mathematics and Computers in Simulation | 2021-03-06 | Paper |
| Android application for pricing two-and three-asset equity-linked securities | 2020-01-31 | Paper |
Research outcomes over time
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