Wei Li

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
A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process Computational and Applied Mathematics	2015-10-23	Paper
A numerical method for option pricing under jump-diffusion process Journal of East China Normal University. Natural Science Edition	2013-11-19	Paper
Asian option pricing with dividend under fractional Brownian motion model Journal of Henan University of Science and Technology. Natural Science	2013-11-19	Paper
A positivity-preserving numerical scheme for nonlinear option pricing models Journal of Applied Mathematics	2013-06-03	Paper

Research outcomes over time

This page was built for person: Wei Li