Explicit RKF-Compact Scheme for Pricing Regime Switching American Options with Varying Time Step. - Chinonso Nwankwo; Weizhong Dai (CoRR, 2020)

On the Efficiency of 5(4) RK-Embedded Pairs with High Order Compact Scheme and Robin Boundary Condition for Options Valuation. - Chinonso Nwankwo; Weizhong Dai (CoRR, 2021)

Sixth-Order Compact Differencing with Staggered Boundary Schemes and 3(2) Bogacki-Shampine Pairs for Pricing Free-Boundary Options. - Chinonso Nwankwo; Weizhong Dai (CoRR, 2022)

Deep learning and American options via free boundary framework. - Chinonso Nwankwo; Nneka Umeorah; Tony Ware; Weizhong Dai (CoRR, 2022)

Enhancing accuracy for solving American CEV model with high-order compact scheme and adaptive time stepping. - Chinonso Nwankwo; Weizhong Dai (CoRR, 2023)

Local Refinement and Adaptive Strategy for a System of Free Boundary Power Options with High Order Compact Differencing. - Chinonso Nwankwo; Weizhong Dai (Axioms, 2023)

Efficiency of Some Predictor-Corrector Methods with Fourth-Order Compact Scheme for a System of Free Boundary Options. - Chinonso Nwankwo; Weizhong Dai (Axioms, 2023)

A fast and enhanced shallow learning framework for solving free boundary options pricing problems. - Chinonso Nwankwo; Tony Ware; Weizhong Dai (Neural Comput. Appl., 2024)

Ensemble deep neural network method for solving free boundary American style stochastic volatility models. - Chinonso Nwankwo; Tony Ware; Weizhong Dai (Appl. Intell., 2025)