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
Estimation on upper bounds for the infinity norms of inverses matrix of strictly diagonally dominant \(M\)-matrices	2021-07-01	Paper
A Crank-Nicolson fitted finite volume method for pricing European options under regime switching	2021-07-01	Paper
A modified Crank-Nicolson fitted finite volume method for American options under regime-switching jump-diffusion processes	2021-07-01	Paper
On the convergence of a Crank-Nicolson fitted finite volume method for pricing American bond options	2021-05-14	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
Finite volume method of option pricing model under uncertain volatility	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
Modulus methods for pricing American bond option based on finite difference discretization	2019-06-21	Paper
Symmetric finite volume method for second order variable coefficient hyperbolic equations	2019-03-18	Paper
Finite element analysis of neutral delay parabolic equation	2018-01-29	Paper
https://portal.mardi4nfdi.de/entity/Q3131833	2018-01-29	Paper
An implicit double discretization method for pricing options under Metron's jump-diffusion model	2018-01-29	Paper
Finite volume method for pricing European and American options under jump-diffusion models	2017-10-24	Paper
A generalized modified shift-splitting iteration method for nonsymmetric saddle point problems	2017-10-20	Paper
https://portal.mardi4nfdi.de/entity/Q5276979	2017-07-14	Paper
Finite volume methods for pricing jump-diffusion option model	2017-05-17	Paper
Finite volume element method for pricing European option	2017-01-06	Paper
A quadratic finite volume method for pricing American options	2015-10-28	Paper
A finite volume method for pricing American option	2015-02-11	Paper
The finite volume element methods for hyperbolic equations on quadrilateral meshes	2013-06-20	Paper
The finite volume element method for hyperbolic equation based on circumcenter dual subdivisions	2011-08-16	Paper

Research outcomes over time

This page was built for person: Xiao-Ting Gan