Nat Chun-Ho Leung

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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
Option pricing in jump diffusion models with quadratic spline collocation
Applied Mathematics and Computation
2019-03-20Paper
Analysis of Quantization Error in Financial Pricing via Finite Difference Methods
SIAM Journal on Numerical Analysis
2018-07-04Paper
Partial differential equation pricing of contingent claims under stochastic correlation
SIAM Journal on Scientific Computing
2018-01-05Paper
Deformations of calibrated subbundles of Euclidean spaces via twisting by special sections
Annals of Global Analysis and Geometry
2012-11-20Paper


Research outcomes over time


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