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)

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)