Option pricing in jump diffusion models with quadratic spline collocation. - Christina C. Christara; Nat Chun-Ho Leung (Appl. Math. Comput., 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)

PDE Option Pricing: Analysis and Application to Stochastic Correlation. - Nat Chun-Ho Leung (2017)

Analysis of Quantization Error in Financial Pricing via Finite Difference Methods. - Christina C. Christara; Nat Chun-Ho Leung (SIAM J. Numer. Anal., 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)