宋海明科学研究

宋海明

最后更新时间：--

中文主页 - 科学研究

科学研究

研究领域

1. 金融衍生产品定价问题的数值解法.
2. PDE最优控制问题的数值算法.

科研项目

求解带PDE约束最优控制问题的数值方法研究 , 已启动 , 青年科学基金项目

论文成果

more+

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