Hongtao Yang

Available identifiers

zbMath Open yang.hongtaoMaRDI QIDQ324039

List of research outcomes

Publication	Date of Publication	Type
A new upwind finite volume element method for convection-diffusion-reaction problems on quadrilateral meshes	2024-05-14	Paper
The Mixed Finite Volume Methods for Stokes Problem Based on MINI Element Pair	2023-07-10	Paper
The Corrected Finite Volume Element Methods for Diffusion Equations Satisfying Discrete Extremum Principle	2023-02-23	Paper
Monotonicity Correction for the Finite Element Method of Anisotropic Diffusion Problems	2022-05-19	Paper
Monotonicity correction for second order element finite volume methods of anisotropic diffusion problems	2022-05-10	Paper
A finite volume–alternating direction implicit method for the valuation of American options under the Heston model	2022-02-17	Paper
Optimal investment-reinsurance policy with regime switching and value-at-risk constraint	2021-11-12	Paper
Corrigendum to ``Myopic versus farsighted behaviors in a low-Carbon supply chain with reference emission effects	2019-10-29	Paper
Myopic versus farsighted behaviors in a low-carbon supply chain with reference emission effects	2019-09-09	Paper
Strong tracking filter for nonlinear systems with randomly delayed measurements and correlated noises	2019-02-08	Paper
Strong tracking filtering algorithm of randomly delayed measurements for nonlinear systems	2018-08-27	Paper
Optimal convergence of discontinuous Galerkin methods for continuum modeling of supply chain networks	2017-05-22	Paper
Global and blowup solutions for general Lotka-Volterra systems	2016-10-10	Paper
Dynamic adaptive chemistry for turbulent flame simulations	2013-05-29	Paper
https://portal.mardi4nfdi.de/entity/Q4920584	2013-05-21	Paper
A front-fixing finite element method for the valuation of American options with regime switching	2013-01-22	Paper
A numerical analysis of American options with regime switching	2011-01-16	Paper
A Front-Fixing Finite Element Method for the Valuation of American Options	2009-07-22	Paper
https://portal.mardi4nfdi.de/entity/Q5439706	2008-02-11	Paper
A NEW FINITE ELEMENT METHOD FOR PRICING OF BOND OPTIONS UNDER TIME INHOMOGENEOUS AFFINE TERM STRUCTURE MODELS OF INTEREST RATES	2007-06-05	Paper
https://portal.mardi4nfdi.de/entity/Q3443104	2007-05-29	Paper
Finite element methods for semilinear elliptic stochastic partial differential equations	2007-05-10	Paper
Calibration of the Extended CIR Model	2006-05-30	Paper
https://portal.mardi4nfdi.de/entity/Q4672209	2005-04-29	Paper
Numerical pricing of American put options on zero-coupon bonds.	2003-08-07	Paper
https://portal.mardi4nfdi.de/entity/Q4801510	2003-06-23	Paper
Finite Element Error Estimates for a Nonlocal Problem in American Option Valuation	2002-07-08	Paper
https://portal.mardi4nfdi.de/entity/Q4538964	2002-07-04	Paper
https://portal.mardi4nfdi.de/entity/Q4539121	2002-07-04	Paper
A fast and highly accurate numerical method for the evaluation of American options.	2001-09-26	Paper
https://portal.mardi4nfdi.de/entity/Q4508756	2001-02-06	Paper
A Least-Squares Finite Element Analysis for Diffraction Problems	2000-03-19	Paper
On the convergence of boundary element methods for initial-Neumann problems for the heat equation	1999-03-22	Paper
https://portal.mardi4nfdi.de/entity/Q4388303	1998-10-01	Paper
https://portal.mardi4nfdi.de/entity/Q4894367	1996-11-20	Paper
https://portal.mardi4nfdi.de/entity/Q4277587	1994-02-07	Paper
https://portal.mardi4nfdi.de/entity/Q3142497	1993-12-15	Paper

Research outcomes over time

This page was built for person: Hongtao Yang