Nat Chun-Ho Leung

Publication Activity (10 Years)

Years Active: 2016-2018
Publications (10 Years): 4

Top Topics

Problems In Image Processing

Black Scholes Model

Diffusion Models

Top Venues

SIAM J. Numer. Anal.

J. Comput. Appl. Math.

Appl. Math. Comput.

SIAM J. Sci. Comput.

Publications

Nat Chun-Ho Leung, Christina C. Christara, Duy-Minh Dang
Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation. SIAM J. Sci. Comput. 40 (1) (2018)
Christina C. Christara, Nat Chun-Ho Leung
Analysis of Quantization Error in Financial Pricing via Finite Difference Methods. SIAM J. Numer. Anal. 56 (3) (2018)
Serge J. D. D'Alessio, Nat Chun-Ho Leung, Justin W. L. Wan
Stability of differentially heated flow from a rotating sphere. J. Comput. Appl. Math. 291 (2016)
Christina C. Christara, Nat Chun-Ho Leung
Option pricing in jump diffusion models with quadratic spline collocation. Appl. Math. Comput. 279 (2016)