Kai Zhang

An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering

Kai Zhang, Song Wang, Song Wang, 2018, Optim. Lett..

A computational scheme for options under jump diffusion processes

Song Wang, KAI ZHANG, SONG WANG, 2009 .

Pricing options under jump diffusion processes with fitted finite volume method

Kai Zhang, Song Wang, Song Wang, 2008, Appl. Math. Comput..

Convergence property of an interior penalty approach to pricing american option

Kai Zhang, Song Wang, Song Wang, 2011 .

Convergence analysis of a monotonic penalty method for American option pricing

Kok Lay Teo, Kai Zhang, Xiaoqi Yang, 2008 .

Power penalty method for solving HJB equations arising from finance

Kai Zhang, Yaohua Hu, Xiaoqi Yang, 2020, Autom..

Solution method for discrete double obstacle problems based on a power penalty approach

Xiaoqi Yang, Song Wang, Kai Zhang, 2020, Journal of Industrial & Management Optimization.

A computational scheme for uncertain volatility model in option pricing

Kai Zhang, Song Wang, Song Wang, 2009 .