Xiao-Ting Gan

Available identifiers

zbMath Open gan.xiaotingMaRDI QIDQ668221

List of research outcomes

Publication	Date of Publication	Type
On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models	2023-07-07	Paper
Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization	2022-02-28	Paper
A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method	2021-11-29	Paper
Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method	2021-10-12	Paper
https://portal.mardi4nfdi.de/entity/Q4995654	2021-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q4996396	2021-07-01	Paper
https://portal.mardi4nfdi.de/entity/Q4996826	2021-07-01	Paper
Pricing American Options under Regime-Switching Model with a Crank-Nicolson Fitted Finite Volume Method	2021-04-27	Paper
An efficient symmetric finite volume element method for second-order variable coefficient parabolic integro-differential equations	2021-01-07	Paper
Symmetric finite volume element approximations of second order linear hyperbolic integro-differential equations	2020-10-11	Paper
https://portal.mardi4nfdi.de/entity/Q3306598	2020-08-12	Paper
A network traffic prediction model based on quantum-behaved particle swarm optimization algorithm and fuzzy wavelet neural network	2019-07-30	Paper
https://portal.mardi4nfdi.de/entity/Q5381659	2019-06-21	Paper
Symmetric finite volume method for second order variable coefficient hyperbolic equations	2019-03-18	Paper
https://portal.mardi4nfdi.de/entity/Q3131833	2018-01-29	Paper
https://portal.mardi4nfdi.de/entity/Q3132249	2018-01-29	Paper
https://portal.mardi4nfdi.de/entity/Q3132252	2018-01-29	Paper
Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models	2017-10-24	Paper
https://portal.mardi4nfdi.de/entity/Q5371531	2017-10-20	Paper
https://portal.mardi4nfdi.de/entity/Q5276979	2017-07-14	Paper
https://portal.mardi4nfdi.de/entity/Q2987181	2017-05-17	Paper
https://portal.mardi4nfdi.de/entity/Q3181001	2017-01-06	Paper
https://portal.mardi4nfdi.de/entity/Q3194425	2015-10-28	Paper
https://portal.mardi4nfdi.de/entity/Q5498199	2015-02-11	Paper
https://portal.mardi4nfdi.de/entity/Q4927036	2013-06-20	Paper
https://portal.mardi4nfdi.de/entity/Q5199658	2011-08-16	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: Xiao-Ting Gan