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
This page was built for person: Jisang Lyu
