Year |
Citation |
Score |
2020 |
Cai J, Yang H. A finite volume–alternating direction implicit method for the valuation of American options under the Heston model International Journal of Computer Mathematics. 97: 700-724. DOI: 10.1080/00207160.2019.1585826 |
0.434 |
|
2014 |
Zhang S, Sun S, Yang H. Optimal convergence of discontinuous Galerkin methods for continuum modeling of supply chain networks Computers & Mathematics With Applications. 68: 681-691. DOI: 10.1016/J.Camwa.2014.07.012 |
0.358 |
|
2012 |
Holmes A, Yang H, Zhang S. A front-fixing finite element method for the valuation of American options with regime switching International Journal of Computer Mathematics. 89: 1094-1111. DOI: 10.1080/00207160.2012.663911 |
0.466 |
|
2010 |
Yang H. A Numerical Analysis of American Options with Regime Switching Journal of Scientific Computing. 44: 69-91. DOI: 10.1007/S10915-010-9365-2 |
0.459 |
|
2008 |
Holmes AD, Yang H. A Front-Fixing Finite Element Method for the Valuation of American Options Siam Journal On Scientific Computing. 30: 2158-2180. DOI: 10.1137/070694442 |
0.456 |
|
2007 |
Yang H. A New Finite Element Method For Pricing Of Bond Options Under Time Inhomogeneous Affine Term Structure Models Of Interest Rates International Journal of Theoretical and Applied Finance. 10: 31-49. DOI: 10.1142/S021902490700410X |
0.413 |
|
2007 |
Cao Y, Yang H, Yin L. Finite element methods for semilinear elliptic stochastic partial differential equations Numerische Mathematik. 106: 181-198. DOI: 10.1007/S00211-007-0062-5 |
0.405 |
|
2005 |
Yang H. Calibration of the Extended CIR Model Siam Journal On Applied Mathematics. 66: 721-735. DOI: 10.1137/S0036139903437357 |
0.343 |
|
2003 |
Allegretto W, Lin Y, Yang H. Numerical pricing of American put options on zero-coupon bonds Applied Numerical Mathematics. 46: 113-134. DOI: 10.1016/S0168-9274(03)00034-5 |
0.594 |
|
2002 |
Allegretto W, Lin Y, Yang H. Finite element error estimates for a nonlocal problem in American option valuation Siam Journal On Numerical Analysis. 39: 834-857. DOI: 10.1137/S0036142900370137 |
0.585 |
|
2002 |
Allegretto W, Lin Y, Yang H. A novel approach to the valuation of American options Global Finance Journal. 13: 17-28. DOI: 10.1016/S1044-0283(02)00036-4 |
0.565 |
|
2000 |
Bao G, Yang H. A least-squares finite element analysis for diffraction problems Siam Journal On Numerical Analysis. 37: 665-682. DOI: 10.1137/S0036142998342380 |
0.416 |
|
2000 |
Bao G, Cao Y, Yang H. Numerical solution of diffraction problems by a least-squares finite element method Mathematical Methods in the Applied Sciences. 23: 1073-1092. DOI: 10.1002/1099-1476(200008)23:12<1073::Aid-Mma152>3.0.Co;2-D |
0.417 |
|
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