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Yu-Hua Zeng
Publication Activity (10 Years)
Years Active: 2014-2014
Publications (10 Years): 0
Top Topics
Convex Optimization
Option Pricing
Black Scholes
Total Variation Regularization
Top Venues
J. Appl. Math.
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Publications
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Yu-Hua Zeng
,
Shou-Lei Wang
,
Yu-Fei Yang
Calibration of the Volatility in Option Pricing Using the Total Variation Regularization.
J. Appl. Math.
2014 (2014)
Yu-Hua Zeng
,
Yu-Fei Yang
,
Zheng Peng
A Line-Search-Based Partial Proximal Alternating Directions Method for Separable Convex Optimization.
J. Appl. Math.
2014 (2014)