Research – Hongtao Yang, UNLV

A front-fixing finite element method for the valuation of American options (with Anthony D. Holmes), SIAM J. Scientific Computing 30 (2008), pp. 2158–2180.
Finite element methods for semilinear elliptic stochastic partial differential equations (with Y. Cao and L. Yin), Numerische Mathematik 106 (2007), pp. 181–198.
Numerical optimization of radiated engine noise with uncertain wavenumbers (with Y. Cao and M. Y. Hussaini), International Journal of Numerical Analysis Modeling 4 (2007), pp. 392–401.
A new finite element method for pricing of bond options under time inhomogeneous affine term structure models of interest rates, International Journal of Theoretical and Applied Finance 10 (2007), pp. 31–49.
Estimation of optimal acoustic liner impedance factor for reduction of radiated engine noise (with Y. Cao and M. Y. Hussaini), International Journal of Numerical Analysis Modeling 4 (2007), pp. 116–126.
Calibration of the extended CIR model, SIAM J. Appl. Math. 66 (2006), pp. 721–735.
A finite volume method for valuation of American options on stocks (with Walter Allegretto and Yanping Lin), Industrial Mathematics (ed. by M.C. Joshi, A.K. Pani, and S.V. Sabins), Narosa Publishing House, 2006, pp. 27–42.
American put options on zero-coupon bonds and a parabolic free boundary value problem, International Journal of Numerical Analysis & Modeling 1 (2004), pp. 203–215.
An exact absorbing boundary condition for exterior Helmholtz equation in layered media (with Wei Cai), Advances in Scientific Computing and Applications, Science Press, Beijing/New York, 2004, pp. 97–103.
Numerical pricing of American put options on zero-coupon bonds (with Walter Allegretto and Yanping Lin), Applied Numerical Mathematics 46 (2003), pp. 113–246.
A novel approach to the evaluation of American options (with Walter Allegretto and Yanping Lin), Global Finance Journal 13 (2002), pp. 17–28.
Finite element error estimates for a nonlocal problem in American option valuation (with Walter Allegretto and Y. Lin), SIAM J. Numer. Anal. 39 (2001), pp. 834–857.
A fast and highly accurate numerical method for the evaluation of American options (with Walter Allegretto and Yanping Lin), Dynamics of Continuous, Dyn. Contin. Discrete Impuls. Syst. Ser. B Appl. Algo. 8 (2001), pp. 127–138.
Finite element methods for pricing American options on stocks (with Walter Allegretto and Yanping Lin), Scientific Computing and Application (Eds: P. Minev, Y. Lin and Y.S. Wong) Advance in Computation: Theory and Practice, Vol. 7, Hungtington, New York, 2001, pp. 287–294.
Numerical solution of diffraction problems by a least-squares finite element method (with Yanzhao Cao and Gang Bao), Math. Methods. in the Appl. Sci., 23 (2000), pp. 1073–1092.
A least-squares finite element analysis for diffraction problems (with Gang Bao), SIAM J. Numer. Anal. 37 (2000), pp. 665–682.
On the convergence of boundary element methods for initial-Neumann boundary value problems of the heat equation, Math. Comp. 68 (1999), pp. 547–557.
A new analysis of Fredholm-Volterra boundary integral equation of the second kind, Northwest Math. J. 13 (1997), pp. 325–334.
Boundary element methods for Steklov eigenvalue problems, Acta Sci. Natur. Univ. Jilin, No. 2, 1995, pp. 27–30.
Convergence of boundary element methods for some initial-Neumann problems, Boundary Element Methods – current research in Japan and China, Elsevier, 1993, pp. 345–349.
Boundary element methods for elliptic singular perturbation problems in R³ and uniform optimum error estimates (with Ronghua Li), Numer. Math. J. Chinese. Univ. 15 (1993), pp. 260–267.
Boundary element methods for parabolic singular perturbation problems and uniform optimum error estimates, Proceeding of the Symposium of Mathematics Science in Changchun, 1992, pp. 324–326.
BEM for singular perturbation problems and their uniform estimates of convergence rates (with Ronghua Li), Integral equations and boundary value problems (Beijing, 1990), World Sci. Publishing, Teaneck, NJ, 1991, pp. 272–280.
On the abstract estimates of errors for boundary element methods and their applications, Chinese J. Numer. Math. Appl. 12 (1990), No.4, pp. 23–30.
Some convergence conditions of the Galerkin method (with Ronghua Li), Acta Sci. Natur. Univ. Jilin., No. 1, 1990, pp. 23–27.

Publications

Research Grants