Kai Zhang

Publication Activity (10 Years)

Years Active: 2008-2023
Publications (10 Years): 6

Top Topics

Objective Function

Linear Complementarity Problem

Distributional Assumptions

Top Venues

J. Optim. Theory Appl.

Appl. Math. Comput.

Publications

W. M. Tang, Ka Fai Cedric Yiu, Kit Yan Chan, Kai Zhang
Conjoining congestion speed-cycle patterns and deep learning neural network for short-term traffic speed forecasting. Appl. Soft Comput. 138 (2023)
Nan Li, Song Wang, Kai Zhang
Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method. Appl. Math. Comput. 421 (2022)
Kai Zhang, Xiaoqi Yang
A power penalty method for discrete HJB equations. Optim. Lett. 14 (6) (2020)
Kai Zhang, Xiaoqi Yang, Yaohua Hu
Power penalty method for solving HJB equations arising from finance. Autom. 111 (2020)
Song Wang, Kai Zhang
An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering. Optim. Lett. 12 (6) (2018)
Kai Zhang, Xiaoqi Yang
Power Penalty Approach to American Options Pricing Under Regime Switching. J. Optim. Theory Appl. 179 (1) (2018)
Kai Zhang, Song Wang
Pricing American bond options using a penalty method. Autom. 48 (3) (2012)
Kai Zhang, Song Wang
Pricing options under jump diffusion processes with fitted finite volume method. Appl. Math. Comput. 201 (1-2) (2008)