Chinonso Nwankwo

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 8

Top Topics

Adaptive Strategies

Bayesian Logistic Regression

Top Venues

Neural Comput. Appl.

Publications

Chinonso Nwankwo, Tony Ware, Weizhong Dai
A fast and enhanced shallow learning framework for solving free boundary options pricing problems. Neural Comput. Appl. 36 (20) (2024)
Chinonso Nwankwo, Weizhong Dai
Local Refinement and Adaptive Strategy for a System of Free Boundary Power Options with High Order Compact Differencing. Axioms 12 (6) (2023)
Chinonso Nwankwo, Weizhong Dai
Efficiency of Some Predictor-Corrector Methods with Fourth-Order Compact Scheme for a System of Free Boundary Options. Axioms 12 (8) (2023)
Chinonso Nwankwo, Weizhong Dai
Enhancing accuracy for solving American CEV model with high-order compact scheme and adaptive time stepping. CoRR (2023)
Chinonso Nwankwo, Nneka Umeorah, Tony Ware, Weizhong Dai
Deep learning and American options via free boundary framework. CoRR (2022)
Chinonso Nwankwo, Weizhong Dai
Sixth-Order Compact Differencing with Staggered Boundary Schemes and 3(2) Bogacki-Shampine Pairs for Pricing Free-Boundary Options. CoRR (2022)
Chinonso Nwankwo, Weizhong Dai
On the Efficiency of 5(4) RK-Embedded Pairs with High Order Compact Scheme and Robin Boundary Condition for Options Valuation. CoRR (2021)
Chinonso Nwankwo, Weizhong Dai
Explicit RKF-Compact Scheme for Pricing Regime Switching American Options with Varying Time Step. CoRR (2020)