MA Yan (馬燕)

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Research Output

  1. 2024
  2. Published

    Generalized Finite Integration Method with Laplace Transform for European Option Pricing under Black-Scholes and Heston Models

    Ma, Y., Shi, C. Z. & Hon, Y. C., Jul 2024, In: Engineering Analysis with Boundary Elements. 164, 105751.

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

    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

    Check@CityULib