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ORCIDHaiming Song
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2020 – today
- 2025
[j12]Haiming Song, Hao Wang, Jiageng Wu, Jinda Yang:
An efficient ADAM-type algorithm with finite elements discretization technique for random elliptic optimal control problems. J. Comput. Appl. Math. 454: 116199 (2025)- 2024
- [j11]Qi Zhang, Qi Wang, Haiming Song
, Yongle Hao:
Primal-dual active set method for evaluating American put options on zero-coupon bonds. Comput. Appl. Math. 43(4): 213 (2024) - [j10]Xin Wen, Haiming Song, Yutian Li, Zihan Gao:
A primal-dual active set approach to the valuation of American options in regime-switching models: numerical solutions and convergence analysis. Comput. Appl. Math. 43(6): 345 (2024) - [j9]Cunxin Huang, Haiming Song, Jinda Yang, Bocheng Zhou:
Error analysis of finite difference scheme for American option pricing under regime-switching with jumps. J. Comput. Appl. Math. 437: 115484 (2024) - 2023
- [j8]Jinda Yang, Haiming Song, Xinxin Li, Di Hou:
Block Mirror Stochastic Gradient Method For Stochastic Optimization. J. Sci. Comput. 94(3): 69 (2023) - 2022
- [j7]Qi Zhang, Haiming Song, Yongle Hao:
Semi-implicit FEM for the valuation of American options under the Heston model. Comput. Appl. Math. 41(2) (2022) - [j6]Haiming Song, Jingbo Xu, Jinda Yang, Yutian Li:
Projection and contraction method for the valuation of American options under regime switching. Commun. Nonlinear Sci. Numer. Simul. 109: 106332 (2022) - 2020
- [j5]Qi Zhang, Haiming Song, Chengbo Yang, Fangfang Wu:
An efficient numerical method for the valuation of American multi-asset options. Comput. Appl. Math. 39(3) (2020) - [j4]Yu Gao, Haiming Song, Xiaoshen Wang, Kai Zhang:
Primal-dual active set method for pricing American better-of option on two assets. Commun. Nonlinear Sci. Numer. Simul. 80: 104976 (2020)
2010 – 2019
- 2015
- [j3]Haiming Song, Qi Zhang, Ran Zhang:
A fast numerical method for the valuation of American lookback put options. Commun. Nonlinear Sci. Numer. Simul. 27(Issues): 302-313 (2015) - [j2]Ran Zhang, Qi Zhang, Haiming Song:
An efficient finite element method for pricing American multi-asset put options. Commun. Nonlinear Sci. Numer. Simul. 29(Issues): 25-36 (2015) - 2012
- [j1]Kai Zhang, Jie Li, Haiming Song:
Collocation methods for nonlinear convolution Volterra integral equations with multiple proportional delays. Appl. Math. Comput. 218(22): 10848-10860 (2012)
Coauthor Index
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