| |
| * | 2008 | |
|---|---|---|
| 2 | EE | Anthony D. Holmes, Hongtao Yang: A Front-Fixing Finite Element Method for the Valuation of American Options. SIAM J. Scientific Computing 30(4): 2158-2180 (2008) |
| 2005 | ||
| 1 | EE | Hongtao Yang: Calibration of the Extended CIR Model. SIAM Journal of Applied Mathematics 66(2): 721-735 (2005) |
| 1 | Anthony D. Holmes | [2] |