Items where Author is "Tan, Shih-Hau"
 | Up a level |
Number of items: 2.
Article
Ďuriš, Karol, Tan, Shih-Hau, Lai, Choi-Hong
ORCID: 0000-0002-7558-6398
and Ševčovič, Daniel
(2016)
Comparison of analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations.
Computational Methods in Applied Mathematics, 16 (1).
pp. 35-50.
ISSN 1609-4840 (Print), 1609-9389 (Online)
(doi:https://doi.org/10.1515/cmam-2015-0035)
Thesis
Tan, Shih-Hau (2018) Towards efficient nonlinear option pricing. PhD thesis, University of Greenwich.