Yutian Li
Results
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
A Finite Difference Scheme for Caputo-Fabrizio Fractional Differential Equations
International Journal of Numerical Analysis and Modeling, Vol. 17 (2020), Iss. 2 : pp. 195–211
Journal Article
Pricing Stocks with Trading Volumes
CSIAM Transactions on Applied Mathematics, Vol. 5 (2024), Iss. 1 : pp. 1–17