Yingzi Chen

Available identifiers

zbMath Open chen.yingziMaRDI QIDQ507853

List of research outcomes

Publication	Date of Publication	Type
On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance	2019-09-02	Paper
Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions	2019-07-26	Paper
An IMEX‐BDF2 compact scheme for pricing options under regime‐switching jump‐diffusion models	2019-06-06	Paper
Fast numerical valuation of options with jump under Merton's model	2017-02-09	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Yingzi Chen