Xiaowei Pang

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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
An efficient numerical method for the valuation of American better-of options based on the front-fixing transform and the far field truncation
Advances in Applied Mathematics and Mechanics
2021-10-12Paper
Efficient numerical methods for elliptic optimal control problems with random coefficient
Electronic Research Archive
2020-07-14Paper


Research outcomes over time


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