| 学术论文： |
[1] H. Song, Q. Zhang and R. Zhang, A fast numerical method for the
valuation of American lookback put options. Communications in Nonlinear Science and Numerical Simulation, 27: 302-313, 2015.
[2] H. Song and R. Zhang, Projection and contraction method for the valuation of American options. East Asian Journal on Applied Mathematics, 5:48-60, 2015.
[3] H. Song, R. Zhang and W. Tian, Spectral method for the Black-Schles model of American options valuation. Journal of Mathematical Study, 47: 47-64, 2014.
[4] R. Zhang, H. Song and N. Luan, Weak Galerkin finite element method for valuation of American options. Frontiers of Mathematics in China, 9:455-476, 2014.
[5] K. Zhang, H. Song and J. Li, Front-fixing FEMs for the pricing of
American options based on a perfectly matched layer. Applicable
Analysis, 94:903-931, 2015.
[6] Q. Zhang, R. Zhang and H. Song, The finite volume method for pricing the American lookback option. Acta Physica Sinica, 64:070202, 2015.
[7] R. Zhang, Q. Zhang and H. Song, An efficient finite element method for pricing American multi-asset put options. Communications in Nonlinear Science and Numerical Simulation, 29: 25-36, 2015.
[8] K. Zhang, J. Li and H. Song, Collocation methods for nonlinear
convolution Volterra integral equations with multiple proportional
delays. Applied Mathematics and Computation, 218:10848-10860, 2012.
[9] 李景诗, 王智宇, 朱本喜, 宋海明, 求解Black-Scholes模型下美式看跌期权的有限差分法. 吉林大学学报(理学版), 2014, 52(05):949-953.
[10] 李庚, 朱本喜, 张琪, 宋海明, 求解Black-Scholes模型下美式回望看跌期权的有限差分法. 吉林大学学报(理学版), 2014, 52(04):698-702.
[11] 王智宇, 李景诗, 朱本喜, 宋海明, 求解CEV模型下美式看跌期权的有限
差分法. 吉林大学学报(理学版), 2014, 52(03):489-493.
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