Chi Ngai SAM

Education

City University of Hong Kong
Hong Kong

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Publications

Total variation regularization analysis for inverse volatility option pricing problem

Published by

International Journal of Computer Mathematics

Summary

journal-article

Total variation regularization analysis for inverse volatility option pricing problem

Published by

International Journal of Computer Mathematics

Summary

journal-article

Generalized finite integration method with Volterra Operator for pricing multi-asset barrier option

Published by

Engineering Analysis with Boundary Elements

Summary

journal-article

Generalized finite integration method with Volterra Operator for pricing multi-asset barrier option

Published by

Engineering Analysis with Boundary Elements

Summary

journal-article

Generalized Finite Integration Method with space–time decomposition technique for solving high dimensional option pricing models

Published by

Engineering Analysis with Boundary Elements

Summary

journal-article

Generalized Finite Integration Method with space–time decomposition technique for solving high dimensional option pricing models

Published by

Engineering Analysis with Boundary Elements

Summary

journal-article

An integration preconditioning method for solving option pricing problems

Published by

International Journal of Computer Mathematics

Summary

journal-article

An integration preconditioning method for solving option pricing problems

Published by

International Journal of Computer Mathematics

Summary

journal-article

Generalized Finite Integration Method with Volterra operator for multi-dimensional biharmonic equations

Published by

Engineering Analysis with Boundary Elements

Summary

journal-article

Generalized Finite Integration Method with Volterra operator for multi-dimensional biharmonic equations

Published by

Engineering Analysis with Boundary Elements

Summary

journal-article

Generalized finite integration method for solving multi-dimensional partial differential equations

Published by

Engineering Analysis with Boundary Elements

Summary

journal-article

Generalized finite integration method for solving multi-dimensional partial differential equations

Published by

Engineering Analysis with Boundary Elements

Summary

journal-article

Generalized finite integration method for solving multi-dimensional partial differential equations

Published by

Engineering Analysis with Boundary Elements

Summary

journal-article