Bihao Su

From MaRDI portal
Person:2074880

Available identifiers

zbMath Open su.bihaoMaRDI QIDQ2074880

List of research outcomes





PublicationDate of PublicationType
Efficient Monte Carlo Method for Integral Fractional Laplacian in Multiple Dimensions2023-09-29Paper
A new `walk on spheres' type method for fractional diffusion equation in high dimensions based on the Feynman-Kac formulas2023-06-26Paper
A multinomial approximation approach for the finite time survival probability under the Markov-modulated risk model2022-07-28Paper
A quick operator splitting method for option pricing2022-02-11Paper
https://portal.mardi4nfdi.de/entity/Q51294472020-10-27Paper
https://portal.mardi4nfdi.de/entity/Q52099092020-01-22Paper

Research outcomes over time

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