Yongle Hao

Available identifiers

Publication	Date of Publication	Type
Primal-dual active set method for evaluating American put options on zero-coupon bonds	2024-06-10	Paper
A splitting algorithm for constrained optimization problems with parabolic equations	2023-06-22	Paper
Semi-implicit FEM for the valuation of American options under the Heston model	2022-03-15	Paper
Numerical solutions for Helmholtz equation with stochastic interface based on PML method	2021-12-14	Paper
An Alternating Direction Method of Multipliers for the Optimization Problem Constrained with a Stationary Maxwell System	2021-10-29	Paper
Finite difference method for pricing problem of American multi-asset option	2021-04-26	Paper
Population model with age structure solved by finite element method	2020-08-12	Paper
Computation of moments for Maxwell's equations with random interfaces via pivoted low-rank approximation	2019-06-26	Paper
A robust numerical method for the random interface grating problem via shape calculus, weak Galerkin method, and low-rank approximation	2018-12-13	Paper
Multi-level Monte Carlo weak Galerkin method with nested meshes for stochastic Brinkman problem	2017-11-03	Paper

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