Justin W. L. Wan

Available identifiers

zbMath Open wan.justin-w-lMaRDI QIDQ534508

List of research outcomes

Publication	Date of Publication	Type
Multigrid methods for convergent mixed finite difference scheme for Monge-Ampère equation	2023-06-30	Paper
Efficient pricing and hedging of high-dimensional American options using deep recurrent networks	2023-06-20	Paper
MM-ADMM: implicit integration of MMPDEs in parallel	2023-06-05	Paper
Multigrid method for pricing European options under the CGMY process	2022-04-19	Paper
Multigrid methods for image registration model based on optimal mass transport	2022-02-01	Paper
Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions	2021-12-01	Paper
Artificial viscosity joint spacetime multigrid method for Hamilton-Jacobi-Bellman and Kolmogorov-Fokker-Planck system arising from mean field games	2021-06-30	Paper
Numerical methods for two person games arising from transboundary pollution with emission permit trading	2019-11-27	Paper
Numerical methods for dynamic Bertrand oligopoly and American options under regime switching	2018-11-13	Paper
Monotone mixed finite difference scheme for Monge-Ampère equation	2018-09-28	Paper
Numerical method for image registration model based on optimal mass transport	2018-09-14	Paper
A Continuous Method for Reducing Interpolation Artifacts in Mutual Information-Based Rigid Image Registration	2017-10-27	Paper
Multigrid Methods with Newton-Gauss-Seidel Smoothing and Constraint Preserving Interpolation for Obstacle Problems	2016-08-10	Paper
Multigrid Methods for Systems of Hyperbolic Conservation Laws	2014-05-21	Paper
Finding off‐diagonal entries of the inverse of a large symmetric sparse matrix	2014-02-19	Paper
Multigrid Methods for Second Order Hamilton--Jacobi--Bellman and Hamilton--Jacobi--Bellman--Isaacs Equations	2014-01-21	Paper
An inviscid model for nonrigid image registration	2011-05-17	Paper
Kernel Preserving Multigrid Methods for Convection-Diffusion Equations	2006-05-31	Paper
A Boundary Condition--Capturing Multigrid Approach to Irregular Boundary Problems	2005-02-25	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: Justin W. L. Wan