Search Results

• An Efficient Numerical Method for the Valuation of American Better-of Options Based on the Front-Fixing Transform and the Far Field Truncation

  Xiaowei Pang, Haiming Song, Xiaoshen Wang, Kai Zhang

  2020-06-01

  50800 3437 Pages:902-919

• An Alternating Direction Method of Multipliers for Optimal Control Problems Constrained with Elliptic Equations

  Jinda Yang, Kai Zhang, Haiming Song, Ting Cheng

  2020-01-17

  48447 3333 Pages:336-361