You-lan Zhu

发表

Derivative Securities and Difference Methods

You-lan Zhu, You-lan Zhu, 2004 .

Existence & Regularity of Weak Solutions of Degenerate Parabolic PDE Models for the Pricing of Security Derivatives

You-lan Zhu, Rasoul Behboudi, 2009, 0902.1721.

Difference methods for initial-boundary-value problems and computation of flow around bodies

You-lan Zhu, Bing-mu Chen, 1981 .

Interest Rate Modeling

I-Liang Chern, Xiaonan Wu, Zhi-zhong Sun, 2019 .

Application of the Singularity-Separating Method to American Exotic Option Pricing

Hongliang Ren, You-lan Zhu, Bin-mu Chen, 2003, Adv. Comput. Math..

Difference Methods for Initial-Boundary-Value Problems and Flow Around Bodies

You-lan Zhu, Zuolun Zhang, Xiaoxu Zhong, 1988 .

A highly accurate numerical method for two- and three-dimensional shock reflection problems

Xiaonan Wu, Xiaonan Wu, You-lan Zhu, 1996 .

Basic Numerical Methods

I. Chern, Zhi‐zhong Sun, Xiaonan Wu, 2013 .

Free-Boundary Problems

I. Chern, Zhi‐zhong Sun, Xiaonan Wu, 2013 .

On stability and convergence of difference schemes for quasilinear hyperbolic initial-boundary-value problems

W. Yong, You-lan Zhu, 1987 .

A second order accurate difference scheme for the heat equation with concentrated capacity

Zhi-Zhong Sun, You-lan Zhu, Zhi‐zhong Sun, 2004, Numerische Mathematik.

European Style Derivatives

I. Chern, Zhi‐zhong Sun, Xiaonan Wu, 2013 .

American Style Derivatives

I-Liang Chern, Xiaonan Wu, Zhi-zhong Sun, 2013 .