| 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
Advances in Applied Mathematics and Mechanics | 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
Taiwanese Journal of Mathematics | 2022-02-28 | Paper |
A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method
Journal of Applied Mathematics and Computing | 2021-11-29 | Paper |
Fitted finite volume method for pricing American options under regime-switching jump-diffusion models based on penalty method
Advances in Applied Mathematics and Mechanics | 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
Mathematical Problems in Engineering | 2021-05-14 | Paper |
Pricing American options under regime-switching model with a Crank-Nicolson fitted finite volume method
East Asian Journal on Applied Mathematics | 2021-04-27 | Paper |
An efficient symmetric finite volume element method for second-order variable coefficient parabolic integro-differential equations
Computational and Applied Mathematics | 2021-01-07 | Paper |
Symmetric finite volume element approximations of second order linear hyperbolic integro-differential equations
Computers & Mathematics with Applications | 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
Discrete Dynamics in Nature and Society | 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
Applied Mathematics and Computation | 2019-03-18 | Paper |
| Finite element analysis of neutral delay parabolic equation | 2018-01-29 | Paper |
| scientific article; zbMATH DE number 6831341 (Why is no real title available?) | 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
East Asian Journal on Applied Mathematics | 2017-10-24 | Paper |
| A generalized modified shift-splitting iteration method for nonsymmetric saddle point problems | 2017-10-20 | Paper |
| scientific article; zbMATH DE number 6746630 (Why is no real title available?) | 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 |
