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Haiming Song · Study

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Haiming Song

2 works· latest 2019· 1 institutionscluster: provisionalORCID 0000-0001-7163-8894

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i102

Citations47

Works here2

15

19

Most cited in this library

Primal-dual active set method for pricing American better-of option on two assets2019 · 24 citations
An efficient finite element method for pricing American multi-asset put options2015 · 23 citations

Works

2 shown

Primal-dual active set method for pricing American better-of option on two assets

Communications in Nonlinear Science and Numerical Simulation·2019·4 authors

24citations

An efficient finite element method for pricing American multi-asset put options

Communications in Nonlinear Science and Numerical Simulation·2015·3 authors

23citations