宋海明 - 吉林大学

个人简介

讲授课程：数学分析教育经历： 2005-2009 本科，理学学士学位，吉林大学数学学院 2009-2011 硕士研究生，理学硕士学位，吉林大学数学研究所 2011-2014 博士研究生，理学博士学位，吉林大学数学研究所工作经历： 2014-2015 王宽诚访问学者/高级研究助理，香港浸会大学数学系 2015-至今讲师, 吉林大学数学学院

研究领域

微分积分方程数值解, 金融衍生产品定价的数值方法

近期论文

查看导师新发文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

[1] H. Song, Q. Zhang and R. Zhang, A fast numerical method for the valuation of American lookback put options. Communications in Nonlinear Science and Numerical Simulation, 27: 302-313, 2015. [2] H. Song and R. Zhang, Projection and contraction method for the valuation of American options. East Asian Journal on Applied Mathematics, 5:48-60, 2015. [3] H. Song, R. Zhang and W. Tian, Spectral method for the Black-Schles model of American options valuation. Journal of Mathematical Study, 47: 47-64, 2014. [4] R. Zhang, H. Song and N. Luan, Weak Galerkin finite element method for valuation of American options. Frontiers of Mathematics in China, 9:455-476, 2014. [5] K. Zhang, H. Song and J. Li, Front-fixing FEMs for the pricing of American options based on a perfectly matched layer. Applicable Analysis, 94:903-931, 2015. [6] Q. Zhang, R. Zhang and H. Song, The finite volume method for pricing the American lookback option. Acta Physica Sinica, 64:070202, 2015. [7] R. Zhang, Q. Zhang and H. Song, An efficient finite element method for pricing American multi-asset put options. Communications in Nonlinear Science and Numerical Simulation, 29: 25-36, 2015. [8] K. Zhang, J. Li and H. Song, Collocation methods for nonlinear convolution Volterra integral equations with multiple proportional delays. Applied Mathematics and Computation, 218:10848-10860, 2012. [9] 李景诗, 王智宇, 朱本喜, 宋海明, 求解Black-Scholes模型下美式看跌期权的有限差分法. 吉林大学学报(理学版), 2014, 52(05):949-953. [10] 李庚, 朱本喜, 张琪, 宋海明, 求解Black-Scholes模型下美式回望看跌期权的有限差分法. 吉林大学学报(理学版), 2014, 52(04):698-702. [11] 王智宇, 李景诗, 朱本喜, 宋海明, 求解CEV模型下美式看跌期权的有限差分法. 吉林大学学报(理学版), 2014, 52(03):489-493.