Hao, Zhaopeng; Park, Moongyu; Cai, Zhiqiang Neural network method for integral fractional Laplace equations. (English) Zbl 07707440 East Asian J. Appl. Math. 13, No. 1, 95-118 (2023). MSC: 65-XX 35B65 35J61 65N35 65N12 41A25 26B40 PDFBibTeX XMLCite \textit{Z. Hao} et al., East Asian J. Appl. Math. 13, No. 1, 95--118 (2023; Zbl 07707440) Full Text: DOI
Sun, Xianming; Vanmaele, Michèle Uncertainty quantification of derivative instruments. (English) Zbl 1377.62200 East Asian J. Appl. Math. 7, No. 2, 343-362 (2017). MSC: 62P05 65C05 65C50 91G20 PDFBibTeX XMLCite \textit{X. Sun} and \textit{M. Vanmaele}, East Asian J. Appl. Math. 7, No. 2, 343--362 (2017; Zbl 1377.62200) Full Text: DOI
Park, Minseok; Lee, Kyungsub; Choe, Geon Ho Distribution of discrete time Delta-hedging error via a recursive relation. (English) Zbl 1422.91771 East Asian J. Appl. Math. 6, No. 3, 314-336 (2016). MSC: 91G60 91G20 60J75 PDFBibTeX XMLCite \textit{M. Park} et al., East Asian J. Appl. Math. 6, No. 3, 314--336 (2016; Zbl 1422.91771) Full Text: DOI
Fu, Yu; Yang, Jie; Zhao, Weidong Prediction-correction scheme for decoupled forward backward stochastic differential equations with jumps. (English) Zbl 1422.65020 East Asian J. Appl. Math. 6, No. 3, 253-277 (2016). MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{Y. Fu} et al., East Asian J. Appl. Math. 6, No. 3, 253--277 (2016; Zbl 1422.65020) Full Text: DOI
Pang, Hong-Kui; Zhang, Ying-Ying; Jin, Xiao-Qing Tri-diagonal preconditioner for Toeplitz systems from finance. (English) Zbl 1284.91574 East Asian J. Appl. Math. 1, No. 1, 82-88 (2011). MSC: 91G60 91G20 65F10 65M06 PDFBibTeX XMLCite \textit{H.-K. Pang} et al., East Asian J. Appl. Math. 1, No. 1, 82--88 (2011; Zbl 1284.91574) Full Text: DOI Link
Chan, Raymond H.; Wu, Tao Memory-reduction method for pricing American-style options under exponential Lévy processes. (English) Zbl 1284.91568 East Asian J. Appl. Math. 1, No. 1, 20-34 (2011). MSC: 91G60 91G20 PDFBibTeX XMLCite \textit{R. H. Chan} and \textit{T. Wu}, East Asian J. Appl. Math. 1, No. 1, 20--34 (2011; Zbl 1284.91568) Full Text: DOI