Shih-Hau Tan

According to our database, Shih-Hau Tan authored at least 2 papers between 2016 and 2017.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2017

Moving boundary transformation for American call options with transaction cost: finite difference methods and computing.

Vera N. Egorova, Shih-Hau Tan, C.-H. Lai, Rafael Company, Lucas Jódar

Int. J. Comput. Math., 2017

2016

Comparison of the Analytical Approximation Formula and Newton's Method for Solving a Class of Nonlinear Black-Scholes Parabolic Equations.

Karol Duris, Shih-Hau Tan, Choi-Hong Lai, Daniel Sevcovic

Comput. Methods Appl. Math., 2016