Yan Xiao
Results
Journal Article
Hedging Game Contingent Claims with Constrained Portfolios
Advances in Applied Mathematics and Mechanics, Vol. 1 (2009), Iss. 4 : pp. 529–545
Journal Article
Strong Predictor-Corrector Methods for Stochastic Pantograph Equations
Journal of Computational Mathematics, Vol. 34 (2016), Iss. 1 : pp. 1–11