Shih-Hau Tan
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Person:901412
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 |
|---|---|---|
| Calibration of local volatility model with stochastic interest rates by efficient numerical PDE methods Decisions in Economics and Finance | 2020-01-31 | Paper |
| Newton-based solvers for nonlinear PDEs in finance Novel Methods in Computational Finance | 2019-02-28 | Paper |
| Comparison of the analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations Computational Methods in Applied Mathematics | 2016-01-12 | Paper |
Research outcomes over time
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