Author: Houde Han; Leevan Ling; Tomoya Takeuchi;

Title: An Energy Regularization for Cauchy Problems of Laplace Equation in Annulus Domain

Journal: COMMUNICATIONS IN COMPUTATIONAL PHYSICS

Volume: 9

Page: 878 - 896

Year: 2011


Author: Chi Yan Au; Eric S. Fung; Leevan Ling;

Title: Numerical methods for backward Markov chain driven Black-Scholes option pricing

Journal: FRONTIERS OF MATHEMATICS IN CHINA

Volume: 6

Page: 17 - 33

Year: 2011