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Items where Author is "Tan, S. H."

Items where Author is "Tan, S. H."

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Alternating direction explicit method Finite difference methods Free boundary Newton-like method Nonlinear PDE Transformation
Number of items: 6.

Alternating direction explicit method

Egorova, V.N., Tan, S. H., Lai, Ci-H. ORCID logoORCID: https://orcid.org/0000-0002-7558-6398, Company, R. and Jodar, L. (2015) Moving boundary transformation for American call options with transaction cost: Finite difference methods and computing. International Journal of Computer Mathematics, 94 (2). pp. 345-362. ISSN 0020-7160 (Print), 1029-0265 (Online) (doi:10.1080/00207160.2015.1108409)

Finite difference methods

Egorova, V.N., Tan, S. H., Lai, Ci-H. ORCID logoORCID: https://orcid.org/0000-0002-7558-6398, Company, R. and Jodar, L. (2015) Moving boundary transformation for American call options with transaction cost: Finite difference methods and computing. International Journal of Computer Mathematics, 94 (2). pp. 345-362. ISSN 0020-7160 (Print), 1029-0265 (Online) (doi:10.1080/00207160.2015.1108409)

Free boundary

Egorova, V.N., Tan, S. H., Lai, Ci-H. ORCID logoORCID: https://orcid.org/0000-0002-7558-6398, Company, R. and Jodar, L. (2015) Moving boundary transformation for American call options with transaction cost: Finite difference methods and computing. International Journal of Computer Mathematics, 94 (2). pp. 345-362. ISSN 0020-7160 (Print), 1029-0265 (Online) (doi:10.1080/00207160.2015.1108409)

Newton-like method

Egorova, V.N., Tan, S. H., Lai, Ci-H. ORCID logoORCID: https://orcid.org/0000-0002-7558-6398, Company, R. and Jodar, L. (2015) Moving boundary transformation for American call options with transaction cost: Finite difference methods and computing. International Journal of Computer Mathematics, 94 (2). pp. 345-362. ISSN 0020-7160 (Print), 1029-0265 (Online) (doi:10.1080/00207160.2015.1108409)

Nonlinear PDE

Egorova, V.N., Tan, S. H., Lai, Ci-H. ORCID logoORCID: https://orcid.org/0000-0002-7558-6398, Company, R. and Jodar, L. (2015) Moving boundary transformation for American call options with transaction cost: Finite difference methods and computing. International Journal of Computer Mathematics, 94 (2). pp. 345-362. ISSN 0020-7160 (Print), 1029-0265 (Online) (doi:10.1080/00207160.2015.1108409)

Transformation

Egorova, V.N., Tan, S. H., Lai, Ci-H. ORCID logoORCID: https://orcid.org/0000-0002-7558-6398, Company, R. and Jodar, L. (2015) Moving boundary transformation for American call options with transaction cost: Finite difference methods and computing. International Journal of Computer Mathematics, 94 (2). pp. 345-362. ISSN 0020-7160 (Print), 1029-0265 (Online) (doi:10.1080/00207160.2015.1108409)

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