Nat Chun-Ho Leung
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 |
|---|---|---|
| Option pricing in jump diffusion models with quadratic spline collocation Applied Mathematics and Computation | 2019-03-20 | Paper |
| Analysis of Quantization Error in Financial Pricing via Finite Difference Methods SIAM Journal on Numerical Analysis | 2018-07-04 | Paper |
| Partial differential equation pricing of contingent claims under stochastic correlation SIAM Journal on Scientific Computing | 2018-01-05 | Paper |
| Deformations of calibrated subbundles of Euclidean spaces via twisting by special sections Annals of Global Analysis and Geometry | 2012-11-20 | Paper |
Research outcomes over time
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