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Song, Haiming

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Author ID: song.haiming Recent zbMATH articles by "Song, Haiming"
Published as: Song, H.; Song, Haiming
Documents Indexed: 17 Publications since 2012

Publications by Year

Citations contained in zbMATH Open

9 Publications have been cited 32 times in 24 Documents Cited by Year
Collocation methods for nonlinear convolution Volterra integral equations with multiple proportional delays. Zbl 1280.65148
Zhang, Kai; Li, Jie; Song, Haiming
8
2012
Front-fixing FEMs for the pricing of American options based on a PML technique. Zbl 1318.35133
Zhang, Kai; Song, Haiming; Li, Jingzhi
5
2015
Weak Galerkin finite element method for valuation of American options. Zbl 1307.91193
Zhang, Ran; Song, Haiming; Luan, Nana
5
2014
Finite element and discontinuous Galerkin methods with perfect matched layers for American options. Zbl 1399.91142
Song, Haiming; Zhang, Kai; Li, Yutian
3
2017
Primal-dual active set method for American lookback put option pricing. Zbl 1392.35315
Song, Haiming; Wang, Xiaoshen; Zhang, Kai; Zhang, Qi
3
2017
Projection and contraction method for the valuation of American options. Zbl 1318.35132
Song, Haiming; Zhang, Ran
3
2015
Spectral methods for the Black-Scholes model of American options valuation. Zbl 1313.91190
Song, Haiming; Zhang, Ran; Tian, Wenyi
3
2014
Primal-dual active set method for pricing American better-of option on two assets. Zbl 1450.35258
Gao, Yu; Song, Haiming; Wang, Xiaoshen; Zhang, Kai
1
2020
On the cardinality of positively linearly independent sets. Zbl 1336.90106
Hare, Warren; Song, H.
1
2016
Primal-dual active set method for pricing American better-of option on two assets. Zbl 1450.35258
Gao, Yu; Song, Haiming; Wang, Xiaoshen; Zhang, Kai
1
2020
Finite element and discontinuous Galerkin methods with perfect matched layers for American options. Zbl 1399.91142
Song, Haiming; Zhang, Kai; Li, Yutian
3
2017
Primal-dual active set method for American lookback put option pricing. Zbl 1392.35315
Song, Haiming; Wang, Xiaoshen; Zhang, Kai; Zhang, Qi
3
2017
On the cardinality of positively linearly independent sets. Zbl 1336.90106
Hare, Warren; Song, H.
1
2016
Front-fixing FEMs for the pricing of American options based on a PML technique. Zbl 1318.35133
Zhang, Kai; Song, Haiming; Li, Jingzhi
5
2015
Projection and contraction method for the valuation of American options. Zbl 1318.35132
Song, Haiming; Zhang, Ran
3
2015
Weak Galerkin finite element method for valuation of American options. Zbl 1307.91193
Zhang, Ran; Song, Haiming; Luan, Nana
5
2014
Spectral methods for the Black-Scholes model of American options valuation. Zbl 1313.91190
Song, Haiming; Zhang, Ran; Tian, Wenyi
3
2014
Collocation methods for nonlinear convolution Volterra integral equations with multiple proportional delays. Zbl 1280.65148
Zhang, Kai; Li, Jie; Song, Haiming
8
2012

Citations by Year