Collocation methods for nonlinear convolution Volterra integral equations with multiple proportional delays. - Kai Zhang; Jie Li; Haiming Song (Appl. Math. Comput., 2012)

A fast numerical method for the valuation of American lookback put options. - Haiming Song; Qi Zhang; Ran Zhang (Commun. Nonlinear Sci. Numer. Simul., 2015)

An efficient finite element method for pricing American multi-asset put options. - Ran Zhang; Qi Zhang; Haiming Song (Commun. Nonlinear Sci. Numer. Simul., 2015)

An efficient numerical method for the valuation of American multi-asset options. - Qi Zhang; Haiming Song; Chengbo Yang; Fangfang Wu (Comput. Appl. Math., 2020)

Primal-dual active set method for pricing American better-of option on two assets. - Yu Gao; Haiming Song; Xiaoshen Wang; Kai Zhang (Commun. Nonlinear Sci. Numer. Simul., 2020)

Projection and contraction method for the valuation of American options under regime switching. - Haiming Song; Jingbo Xu 002; Jinda Yang; Yutian Li (Commun. Nonlinear Sci. Numer. Simul., 2022)

Semi-implicit FEM for the valuation of American options under the Heston model. - Qi Zhang; Haiming Song; Yongle Hao (Comput. Appl. Math., 2022)

A splitting algorithm for constrained optimization problems with parabolic equations. - Haiming Song; Jiachuan Zhang; Yongle Hao (Comput. Appl. Math., 2023)

Block Mirror Stochastic Gradient Method For Stochastic Optimization. - Jinda Yang; Haiming Song; Xinxin Li; Di Hou (J. Sci. Comput., 2023)

Primal-dual active set method for evaluating American put options on zero-coupon bonds. - Qi Zhang; Qi Wang; Haiming Song; Yongle Hao (Comput. Appl. Math., 2024)

Error analysis of finite difference scheme for American option pricing under regime-switching with jumps. - Cunxin Huang; Haiming Song; Jinda Yang; Bocheng Zhou (J. Comput. Appl. Math., 2024)

A primal-dual active set approach to the valuation of American options in regime-switching models: numerical solutions and convergence analysis. - Xin Wen; Haiming Song; Yutian Li; Zihan Gao (Comput. Appl. Math., 2024)

An efficient ADAM-type algorithm with finite elements discretization technique for random elliptic optimal control problems. - Haiming Song; Hao Wang; Jiageng Wu; Jinda Yang (J. Comput. Appl. Math., 2025)

Inexact primal-dual active set iteration for optimal distribution control of stationary heat or cold source. - Mengdi Hu; Haiming Song; Jiageng Wu; Jinda Yang (J. Glob. Optim., 2025)

A Linearized Proximal ADMM for Stochastic and Large-scale Convex Optimization. - Haiming Song; Hao Wang; Jiageng Wu; Jinda Yang (J. Optim. Theory Appl., 2025)