pith. sign in

Shih-Hau Tan

Identifiers

No identifiers captured yet.

Papers (2)

  1. Calibration of Local Volatility Model with Stochastic Interest Rates by Efficient Numerical PDE Method q-fin.MF · 2018 · author #2
  2. Comparison of the analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations q-fin.PR · 2015 · author #2

Mentions

No mention provenance yet.

Frequent Coauthors