Zhengguang Shi
Results
Journal Article
Rough Heston Models with Variable Vol-of-Vol and Option Pricing
Annals of Applied Mathematics, Vol. 39 (2023), Iss. 2 : pp. 206–238
Journal Article
High Accuracy Analysis of an Anisotropic Nonconforming Finite Element Method for Two-Dimensional Time Fractional Wave Equation
East Asian Journal on Applied Mathematics, Vol. 9 (2019), Iss. 4 : pp. 797–817