Weizhong Dai

1. An Adaptive and Explicit Fourth Order Runge-Kutta-Fehlberg Method\n Coupled with Compact Finite Differencing for Pricing American Put Options
   2020/07/08 by Chinonso Nwankwo, Weizhong Dai, Nwankwo, Chinonso +1 · 1 citation
   Economics, Econometrics and Finance · Engineering · Mathematics · #65L50 65M50 65N50 #Computational Finance (q-fin.CP) #Differential Equations and Numerical Methods #FOS: Economics and business #Fluid Dynamics and Turbulent Flows #Mathematical Finance (q-fin.MF) #Pricing of Securities (q-fin.PR) #Stochastic processes and financial applications
2. Deep learning and American options via free boundary framework
   2022/11/21 by Chinonso Nwankwo, Nneka Umeorah, Nwankwo, Chinonso +5 · 1 citation
   Economics, Econometrics and Finance · Engineering · #Stochastic processes and financial applications #Capital Investment and Risk Analysis #Energy Load and Power Forecasting