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Shih-Hau Tan

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2010 – 2019

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2017
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  - journals/ijcm/EgorovaTLCJ17
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  - https://dblp.org/rec/journals/ijcm/EgorovaTLCJ17
Vera N. Egorova, Shih-Hau Tan, C.-H. Lai, Rafael Company, Lucas Jódar:
Moving boundary transformation for American call options with transaction cost: finite difference methods and computing. Int. J. Comput. Math. 94(2): 345-362 (2017)
2016
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Karol Duris, Shih-Hau Tan, Choi-Hong Lai, Daniel Sevcovic:
Comparison of the Analytical Approximation Formula and Newton's Method for Solving a Class of Nonlinear Black-Scholes Parabolic Equations. Comput. Methods Appl. Math. 16(1): 35-50 (2016)

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