An integration preconditioning method for solving option pricing problems. - Y. Li; Chi Ngai Sam; Y. C. Hon; K. S. Ng (Int. J. Comput. Math., 2021)

Total variation regularization analysis for inverse volatility option pricing problem. - Yilihamujiang Yimamu; Zui-Cha Deng; Chi Ngai Sam; Y. C. Hon (Int. J. Comput. Math., 2024)