Wuming Zhu

From MaRDI portal
Person:618450



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A spectral element approximation to price European options with one asset and stochastic volatility
Journal of Scientific Computing
2011-01-16Paper
A spectral element approximation to price European options. II. the Black-Scholes model with two underlying assets
Journal of Scientific Computing
2011-01-16Paper
A spectral element method to price European options. I. Single asset with and without jump diffusion
Journal of Scientific Computing
2011-01-16Paper


Research outcomes over time


This page was built for person: Wuming Zhu