Wen Li

Available identifiers

zbMath Open li.wenMaRDI QIDQ380460

List of research outcomes

Publication	Date of Publication	Type
On necessary optimality conditions and exact penalization for a constrained fractional optimal control problem	2023-10-25	Paper
A 2nd-Order Numerical Scheme for Fractional Ordinary Differential Equation Systems	2019-10-10	Paper
Numerical solution of fractional optimal control	2019-03-06	Paper
A 2nd-order one-point numerical integration scheme for fractional ordinary differential equations	2017-09-15	Paper
Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme	2017-09-12	Paper
Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing	2015-08-20	Paper
A numerical method for pricing European options with proportional transaction costs	2014-09-04	Paper
Pricing American options under proportional transaction costs using a penalty approach and a finite difference scheme	2013-11-14	Paper
Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs	2009-11-27	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Wen Li