Yingzi Chen

Available identifiers

zbMath Open chen.yingziMaRDI QIDQ507853

List of research outcomes

Publication	Date of Publication	Type
High order ADI splitting scheme for stochastic volatility model with jump	2025-01-17	Paper
On the variable two-step IMEX BDF method for parabolic integro-differential equations with nonsmooth initial data arising in finance	2019-09-02	Paper
Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions	2019-07-26	Paper
An IMEX‐BDF2 compact scheme for pricing options under regime‐switching jump‐diffusion models	2019-06-06	Paper
Fast numerical valuation of options with jump under Merton's model	2017-02-09	Paper

Research outcomes over time

This page was built for person: Yingzi Chen