Nat Chun-Ho Leung

According to our database, Nat Chun-Ho Leung authored at least 5 papers between 2016 and 2018.

Collaborative distances:

• Dijkstra number of three.
• Erdős number of five.

2018

Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation.

Nat Chun-Ho Leung, Christina C. Christara, Duy-Minh Dang

SIAM J. Sci. Comput., 2018

Analysis of Quantization Error in Financial Pricing via Finite Difference Methods.

Christina C. Christara, Nat Chun-Ho Leung

SIAM J. Numer. Anal., 2018

2017

PDE Option Pricing: Analysis and Application to Stochastic Correlation.

Nat Chun-Ho Leung

PhD thesis, 2017

2016

Stability of differentially heated flow from a rotating sphere.

Serge J. D. D'Alessio, Nat Chun-Ho Leung, Justin W. L. Wan

J. Comput. Appl. Math., 2016

Option pricing in jump diffusion models with quadratic spline collocation.

Christina C. Christara, Nat Chun-Ho Leung

Appl. Math. Comput., 2016