Nat Chun-Ho Leung - Publications, H-index & Citations | 科言猫

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Nat Chun-Ho Leung

university of toronto

4H指数

13论文数

37被引数

收录论文 2

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PARTIAL DIFFERENTIAL EQUATION PRICING OF CONTINGENT CLAIMS UNDER STOCHASTIC CORRELATION 随机相关条件下未定权益的偏微分方程定价

SIAM JOURNAL ON SCIENTIFIC COMPUTING

IF2.6

2018-01-01

4

PREAI

Leung, Nat Chun-Ho; Christara, Christina C.; Dang, Duy-Minh

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Option pricing in jump diffusion models with quadratic spline collocation 具有二次样条配置的跳扩散模型中的期权定价

APPLIED MATHEMATICS AND COMPUTATION

IF3.4

2016-04-01

9

PREAI

Christara, Christina C.; Leung, Nat Chun-Ho

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