Research output per year
Research output per year
Research output
- 6 RGC 21 - Publication in refereed journal
Search results
-
2024
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. 483-511Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
1 Citation (Scopus) -
2023
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. 706-714Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
1 Citation (Scopus) -
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. 850-860Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
1 Citation (Scopus) -
2021
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. 367-388Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
5 Citations (Scopus) -
2020
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. 22-31Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
9 Citations (Scopus) -
2019
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. 248-259Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
12 Citations (Scopus)