Haiming Song
Results
Journal Article
An Alternating Direction Method of Multipliers for Optimal Control Problems Constrained with Elliptic Equations
Advances in Applied Mathematics and Mechanics, Vol. 12 (2020), Iss. 2 : pp. 336–361
Journal Article
An Efficient Numerical Method for the Valuation of American Better-of Options Based on the Front-Fixing Transform and the Far Field Truncation
Advances in Applied Mathematics and Mechanics, Vol. 12 (2020), Iss. 4 : pp. 902–919
Journal Article
Primal-Dual Active-Set Method for the Valuation of American Exchange Options
East Asian Journal on Applied Mathematics, Vol. 13 (2023), Iss. 4 : pp. 858–885
Journal Article
Spectral Method for the Black-Scholes Model of American Options Valuation
Journal of Mathematical Study, Vol. 47 (2014), Iss. 1 : pp. 47–64