Haiming Song

Orcid: 0000-0001-7163-8894

According to our database1, Haiming Song authored at least 9 papers between 2012 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2024
Error analysis of finite difference scheme for American option pricing under regime-switching with jumps.
J. Comput. Appl. Math., February, 2024

2023
Block Mirror Stochastic Gradient Method For Stochastic Optimization.
J. Sci. Comput., February, 2023

2022
Semi-implicit FEM for the valuation of American options under the Heston model.
Comput. Appl. Math., March, 2022

Projection and contraction method for the valuation of American options under regime switching.
Commun. Nonlinear Sci. Numer. Simul., 2022

2020
Primal-dual active set method for pricing American better-of option on two assets.
Commun. Nonlinear Sci. Numer. Simul., 2020

An efficient numerical method for the valuation of American multi-asset options.
Comput. Appl. Math., 2020

2015
An efficient finite element method for pricing American multi-asset put options.
Commun. Nonlinear Sci. Numer. Simul., 2015

A fast numerical method for the valuation of American lookback put options.
Commun. Nonlinear Sci. Numer. Simul., 2015

2012
Collocation methods for nonlinear convolution Volterra integral equations with multiple proportional delays.
Appl. Math. Comput., 2012


  Loading...