Zheng-Guang Shi

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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!

PublicationDate of PublicationType
Rough Heston Models with Variable Vol-of-Vol and Option Pricing
Annals of Applied Mathematics
2024-03-11Paper
High-order methods for the option pricing under multivariate rough volatility models
Computers & Mathematics with Applications
2023-06-05Paper
Superconvergence analysis of an \(H^1\)-Galerkin mixed finite element method for two-dimensional multi-term time fractional diffusion equations
International Journal of Computer Mathematics
2022-02-10Paper
High accuracy analysis of an anisotropic nonconforming finite element method for two-dimensional time fractional wave equation
East Asian Journal on Applied Mathematics
2021-04-26Paper
Anisotropic linear triangle finite element approximation for multi-term time-fractional mixed diffusion and diffusion-wave equations with variable coefficient on 2D bounded domain
Computers & Mathematics with Applications
2020-10-05Paper
Nonconforming quasi-Wilson finite element method for 2D multi-term time fractional diffusion-wave equation on regular and anisotropic meshes
Applied Mathematics and Computation
2019-11-15Paper
A novel approach of high accuracy analysis of anisotropic bilinear finite element for time-fractional diffusion equations with variable coefficient
Computers & Mathematics with Applications
2019-07-03Paper
High accuracy analysis of anisotropic linear triangular element for multi-term time fractional diffusion equations2019-02-22Paper
Spatial high accuracy analysis of FEM for two-dimensional multi-term time-fractional diffusion-wave equations
Acta Mathematicae Applicatae Sinica. English Series
2018-11-07Paper
High accuracy analysis of an \(H^1\)-Galerkin mixed finite element method for two-dimensional time fractional diffusion equations
Computers & Mathematics with Applications
2018-08-29Paper
Superclose analysis of a fully-discrete scheme for Schrödinger equation2017-05-17Paper


Research outcomes over time


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