Qi Zhang
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Person:6517254
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Lattice Boltzmann method for the linear complementarity problem arising from American option pricing Journal of Physics A: Mathematical and Theoretical | 2024-07-23 | Paper |
| Primal-dual active set method for evaluating American put options on zero-coupon bonds Computational and Applied Mathematics | 2024-06-10 | Paper |
| A local maximum principle for robust optimal control problems of quadratic BSDEs | N/A | Paper |
Research outcomes over time
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