Haiming Song

15 papers Journal 15
YearRankTypeTitle / Venue / Authors
2025 J jnl
A Linearized Proximal ADMM for Stochastic and Large-scale Convex Optimization.
J. Optim. Theory Appl.
Haiming Song, Hao Wang, Jiageng Wu, Jinda Yang
2025 J jnl
An efficient ADAM-type algorithm with finite elements discretization technique for random elliptic optimal control problems.
J. Comput. Appl. Math.
Haiming Song, Hao Wang, Jiageng Wu, Jinda Yang
2025 J jnl
Inexact primal-dual active set iteration for optimal distribution control of stationary heat or cold source.
J. Glob. Optim.
Mengdi Hu, Haiming Song, Jiageng Wu, Jinda Yang
2024 J jnl
A primal-dual active set approach to the valuation of American options in regime-switching models: numerical solutions and convergence analysis.
Comput. Appl. Math.
Xin Wen, Haiming Song, Yutian Li, Zihan Gao
2024 J jnl
Error analysis of finite difference scheme for American option pricing under regime-switching with jumps.
J. Comput. Appl. Math.
Cunxin Huang, Haiming Song, Jinda Yang, Bocheng Zhou
2024 J jnl
Primal-dual active set method for evaluating American put options on zero-coupon bonds.
Comput. Appl. Math.
Qi Zhang, Qi Wang, Haiming Song, Yongle Hao
2023 J jnl
A splitting algorithm for constrained optimization problems with parabolic equations.
Comput. Appl. Math.
Haiming Song, Jiachuan Zhang, Yongle Hao
2023 J jnl
Block Mirror Stochastic Gradient Method For Stochastic Optimization.
J. Sci. Comput.
Jinda Yang, Haiming Song, Xinxin Li, Di Hou
2022 J jnl
Projection and contraction method for the valuation of American options under regime switching.
Commun. Nonlinear Sci. Numer. Simul.
Haiming Song, Jingbo Xu, Jinda Yang, Yutian Li
2022 J jnl
Semi-implicit FEM for the valuation of American options under the Heston model.
Comput. Appl. Math.
Qi Zhang, Haiming Song, Yongle Hao
2020 J jnl
An efficient numerical method for the valuation of American multi-asset options.
Comput. Appl. Math.
Qi Zhang, Haiming Song, Chengbo Yang, Fangfang Wu
2020 J jnl
Primal-dual active set method for pricing American better-of option on two assets.
Commun. Nonlinear Sci. Numer. Simul.
Yu Gao, Haiming Song, Xiaoshen Wang, Kai Zhang
2015 J jnl
A fast numerical method for the valuation of American lookback put options.
Commun. Nonlinear Sci. Numer. Simul.
Haiming Song, Qi Zhang, Ran Zhang
2015 J jnl
An efficient finite element method for pricing American multi-asset put options.
Commun. Nonlinear Sci. Numer. Simul.
Ran Zhang, Qi Zhang, Haiming Song
2012 J jnl
Collocation methods for nonlinear convolution Volterra integral equations with multiple proportional delays.
Appl. Math. Comput.
Kai Zhang, Jie Li, Haiming Song