Dr. SAM Chi Ngai Addie (岑智毅)

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Research Output

  1. 2024
  2. Published

    Total variation regularization analysis for inverse volatility option pricing problem

    Yimamu, Y., Deng, Z.-C., Sam, C. N. & Hon, Y. C., 2024, In: International Journal of Computer Mathematics. 101, 5, p. 483-511

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 1
    Check@CityULib
  3. 2023
  4. Published

    Generalized finite integration method with Volterra Operator for pricing multi-asset barrier option

    Ma, Y., Sam, C. N. & Hon, J. M. H., Oct 2023, In: Engineering Analysis with Boundary Elements. 155, p. 850-860

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 1
    Check@CityULib
  5. Published

    Generalized Finite Integration Method with space–time decomposition technique for solving high dimensional option pricing models

    Sam, C. N., Zhang, K. X. & Hon, J. M. H., Jan 2023, In: Engineering Analysis with Boundary Elements. 146, p. 706-714

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 1
    Check@CityULib
  6. 2021
  7. Published

    An integration preconditioning method for solving option pricing problems

    Li, Y., Sam, C. N., Hon, Y. C. & Ng, K. S., Feb 2021, In: International Journal of Computer Mathematics. 98, 2, p. 367-388

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 5
    Check@CityULib
  8. 2020
  9. Published

    Generalized Finite Integration Method with Volterra operator for multi-dimensional biharmonic equations

    Lei, M., Sam, C. N. & Hon, Y. C., Feb 2020, In: Engineering Analysis with Boundary Elements. 111, p. 22-31

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 9
    Check@CityULib
  10. 2019
  11. Published

    Generalized finite integration method for solving multi-dimensional partial differential equations

    Sam, C. N. & Hon, Y. C., Feb 2019, In: Engineering Analysis with Boundary Elements. 99, p. 248-259

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 12
    Check@CityULib