Chinonso Nwankwo

According to our database, Chinonso Nwankwo authored at least 8 papers between 2020 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

A fast and enhanced shallow learning framework for solving free boundary options pricing problems.

Chinonso Nwankwo, Tony Ware, Weizhong Dai

Neural Comput. Appl., July, 2024

2023

Efficiency of Some Predictor-Corrector Methods with Fourth-Order Compact Scheme for a System of Free Boundary Options.

Chinonso Nwankwo, Weizhong Dai

Axioms, August, 2023

Local Refinement and Adaptive Strategy for a System of Free Boundary Power Options with High Order Compact Differencing.

Chinonso Nwankwo, Weizhong Dai

Axioms, June, 2023

Enhancing accuracy for solving American CEV model with high-order compact scheme and adaptive time stepping.

Chinonso Nwankwo, Weizhong Dai

CoRR, 2023

2022

Deep learning and American options via free boundary framework.

Chinonso Nwankwo, Nneka Umeorah, Tony Ware, Weizhong Dai

CoRR, 2022

Sixth-Order Compact Differencing with Staggered Boundary Schemes and 3(2) Bogacki-Shampine Pairs for Pricing Free-Boundary Options.

Chinonso Nwankwo, Weizhong Dai

CoRR, 2022

2021

On the Efficiency of 5(4) RK-Embedded Pairs with High Order Compact Scheme and Robin Boundary Condition for Options Valuation.

Chinonso Nwankwo, Weizhong Dai

CoRR, 2021

2020

Explicit RKF-Compact Scheme for Pricing Regime Switching American Options with Varying Time Step.

Chinonso Nwankwo, Weizhong Dai

CoRR, 2020