Yingzi Chen

According to our database, Yingzi Chen authored at least 4 papers between 2017 and 2019.

Collaborative distances:

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

2019

On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance.

Wansheng Wang, Yingzi Chen, Hua Fang

SIAM J. Numer. Anal., 2019

Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions.

Yingzi Chen, Aiguo Xiao, Wansheng Wang

J. Comput. Appl. Math., 2019

2018

Privacy-Preserving Credit Scoring on Cloud.

Jilin Wang, Yingzi Chen, Xiaoqing Feng

Proceedings of the Cloud Computing and Security - 4th International Conference, 2018

2017

Fast numerical valuation of options with jump under Merton's model.

Wansheng Wang, Yingzi Chen

J. Comput. Appl. Math., 2017