Shih-Hau Tan

From MaRDI portal
Person:901412

Available identifiers

zbMath Open tan.shih-hauMaRDI QIDQ901412

List of research outcomes





PublicationDate of PublicationType
Calibration of local volatility model with stochastic interest rates by efficient numerical PDE methods2020-01-31Paper
Newton-Based Solvers for Nonlinear PDEs in Finance2019-02-28Paper
Comparison of the analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations2016-01-12Paper

Research outcomes over time

This page was built for person: Shih-Hau Tan

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Person:901412&oldid=7272067"
Powered by MediaWiki