Shih-Hau Tan

Identifiers

• name variant Shih-Hau Tan 0.60 · backfill

Papers (2)

1. Calibration of Local Volatility Model with Stochastic Interest Rates by Efficient Numerical PDE Method q-fin.MF · 2018 · author #2
2. Comparison of the analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations q-fin.PR · 2015 · author #2

Mentions

• 1511.05661 #2 · backfill · confidence 0.70 Shih-Hau Tan

Frequent Coauthors

• Choi-Hong Lai 1 shared papers
• Daniel Sevcovic 1 shared papers
• Julien Hok 1 shared papers
• Karol Duris 1 shared papers