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Hongtao Yang, Ph.D. - Publications

Affiliations: 
2002 University of Alberta, Edmonton, Alberta, Canada 
Area:
Finance, Mathematics
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13 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

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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