Concepedia

Haiming Song

HS

8

Publications

127

Citations

8

H-Index

2012

Active since

Affiliations

Jilin University(Current)

Chinese University of Hong Kong, Shenzhen

Haiming Song is an author at Jilin University specializing in numerical analysis, option pricing, and engineering.

Top concepts

Numerical AnalysisEngineeringOption PricingFinite Element MethodApproximation TheoryFinancial EngineeringMathematical Programming

Publications per year

2012–2023

8

Publications

8

Primal-dual active set method for pricing American better-of option on two assets

Yu Gao, Haiming Song, Xiaoshen Wang et al. · Communications in Nonlinear Science and Numerical Simulation · 2019 · 23 citations

Mathematical Programming, American Better-of Option

An efficient finite element method for pricing American multi-asset put options

Ran Zhang, Qi Zhang, Haiming Song · Communications in Nonlinear Science and Numerical Simulation · 2015 · 20 citations

Numerical Analysis, Finite Element Method, Option Pricing +3

Collocation methods for nonlinear convolution Volterra integral equations with multiple proportional delays

Kai Zhang, Jie Li, Haiming Song · Applied Mathematics and Computation · 2012 · 19 citations

Numerical Analysis, Collocation Methods, Multiple Proportional Delays

Front-fixing FEMs for the pricing of American options based on a PML technique

Kai Zhang, Haiming Song, Jingzhi Li · Applicable Analysis · 2014 · 17 citations

Numerical Analysis, Numerical Method For Partial Differential Equation, Option Pricing +13

Weak Galerkin finite element method for valuation of American options

Ran Zhang, Haiming Song, Nana Luan · Frontiers of Mathematics in China · 2014 · 15 citations

Numerical Analysis, Finite Element Method, Option Pricing +5

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