宋海明论文成果

宋海明

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中文主页 - 科学研究 - 论文成果

论文成果

Zhang Kai.Collocation methods for nonlinear convolution Volterra integral equations with multiple proportional delays.Appl Math Comput.2012,218(22):10848–10860.
Song Haiming.Spectral method for the Black-Scholes model of American options valuation.J Math Study,47(1):47–64.
Song Haiming.Weak Galerkin finite element method for valuation of American options.Front Math China.2014,9(2):455–476.
Song Haiming.Projection and contraction method for the valuation of American options.East Asian J Appl Math.2015,5(1):48–60.
Zhang Qi.The finite volume method for pricing the American lookback option.Acta Physica Sinica.2015,64(7):070202
Zhang Kai.Front-fixing FEMs for the pricing of American options based on a PML technique.Appl Anal.2015,94(5):903–931.
Song Haiming.A fast numerical method for the valuation of American lookback put options.Commun Nonlinear Sci Numer Simul.2015,27(1-3):302–313.
Zhang Ran.An efficient finite element method for pricing American multi-asset put options.Commun Nonlinear Sci Numer Simul.2015,29(1-3):25–36.
Song Haiming.Finite element method for valuation of American lookback options.Math Numer Sin.2016,38(3):245–256.
Song Haiming.Primal-dual active set method for American lookback put option pricing.East Asian J Appl Math.2017,7(3):603-614.

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