Items where Author is "Tan, Shih-Hau"

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Number of items: 2.

Article

Ďuriš, Karol, Tan, Shih-Hau, Lai, Choi-Hong ORCID: https://orcid.org/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:10.1515/cmam-2015-0035)

Thesis

Tan, Shih-Hau (2018) Towards efficient nonlinear option pricing. PhD thesis, University of Greenwich.

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