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
2025 Best paper conf
Assessing the Effectiveness of the Tigress Obfuscator Against MOPSA and BinaryNinja.
CheckMATE
Nicolò Altamura, Enrico Bragastini, Marco Campion, Mila Dalla Preda
2026 Best paper preprint
ASSEMBLAGE-DEEPHISTORY: A Cross-Build Binary Dataset with Temporal Coverage.
arXiv
Chang Liu, Noah Fleischmann, Nicolò Altamura, Edward Raff, James Holt, Kristopher Micinski