Papers
This is a list of my publications.
- C. Huang and Z. Zhang. Non-convergence Analysis of Probabilistic Direct Search. To appear, 2024.
- C. Huang, H. Song, J. Yang, and B. Zhou. Error analysis of finite difference scheme for american option pricing under regime-switching with jumps. J. Comput. Appl. Math., accepted for publication, 2023.
- Z. Gao, C. Huang, H. Song, and B. Zhou. Projection and contraction method for pricing american option under regime-switching model. Journal of Jilin University (Science Edition), 60:1090-1096, 2022.
To be continued!