Zhang, Qi; Song, Haiming; Hao, Yongle Semi-implicit FEM for the valuation of American options under the Heston model. (English) Zbl 1499.91179 Comput. Appl. Math. 41, No. 2, Paper No. 73, 20 p. (2022). MSC: 91G60 65M60 91G20 60G40 65M12 PDFBibTeX XMLCite \textit{Q. Zhang} et al., Comput. Appl. Math. 41, No. 2, Paper No. 73, 20 p. (2022; Zbl 1499.91179) Full Text: DOI
Zhang, Qi; Song, Haiming; Yang, Chengbo; Wu, Fangfang An efficient numerical method for the valuation of American multi-asset options. (English) Zbl 1474.91249 Comput. Appl. Math. 39, No. 3, Paper No. 240, 12 p. (2020). MSC: 91G60 65M12 65M60 91G20 60G40 PDFBibTeX XMLCite \textit{Q. Zhang} et al., Comput. Appl. Math. 39, No. 3, Paper No. 240, 12 p. (2020; Zbl 1474.91249) Full Text: DOI
Zhang, Ran; Zhang, Qi; Song, Haiming An efficient finite element method for pricing American multi-asset put options. (English) Zbl 1524.91154 Commun. Nonlinear Sci. Numer. Simul. 29, No. 1-3, 25-36 (2015). MSC: 91G60 65M60 35A35 65M12 91G20 60G40 PDFBibTeX XMLCite \textit{R. Zhang} et al., Commun. Nonlinear Sci. Numer. Simul. 29, No. 1--3, 25--36 (2015; Zbl 1524.91154) Full Text: DOI
Song, Haiming; Zhang, Qi; Zhang, Ran A fast numerical method for the valuation of American lookback put options. (English) Zbl 1457.91418 Commun. Nonlinear Sci. Numer. Simul. 27, No. 1-3, 302-313 (2015). MSC: 91G60 65M60 65K15 PDFBibTeX XMLCite \textit{H. Song} et al., Commun. Nonlinear Sci. Numer. Simul. 27, No. 1--3, 302--313 (2015; Zbl 1457.91418) Full Text: DOI
Song, Haiming; Zhang, Ran Projection and contraction method for the valuation of American options. (English) Zbl 1318.35132 East Asian J. Appl. Math. 5, No. 1, 48-60 (2015). MSC: 35Q91 35A35 65K10 65M12 65M60 65K15 91G20 PDFBibTeX XMLCite \textit{H. Song} and \textit{R. Zhang}, East Asian J. Appl. Math. 5, No. 1, 48--60 (2015; Zbl 1318.35132) Full Text: DOI