Shih-Hau Tan

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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

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Frequent Coauthors

• Choi-Hong Lai 1 shared papers
• Daniel Sevcovic 1 shared papers
• Julien Hok 1 shared papers
• Karol Duris 1 shared papers