Research – Hongtao Yang, UNLV

Cai, J., Yang H. (2020). A finite volume-alternating direction implicit method for the valuation of American options under the Heston model. International Journal of Computer Mathematics, 97(3), 700–724.
Yan, M., Yang, H., Zhang, L., Zhang, S. (2020). Optimal Investment-Reinsurance Policy with Regime Switching and Value-At-Risk Constraint. Journal of Industrial & Management Optimization, 16(5), 2195-2211.

Yu, B., Wang, J., Lu, X., Yang, H. (2019). Collaboration in a Low-Carbon Supply Chain with Reference Emission and Cost Learning effects: Cost Sharing Versus Revenue Sharing Strategies. Journal of Cleaner Production, 250 1–26.
Wang, J., Yao, S., Sheng, J., Yang, H. (2019). Minimizing Total Carbon Emissions in an Integrated Machine Scheduling and Vehicle Routing Problem. Journal of Cleaner Production, 229, 1004–1017.
Choi, S., Yang, H. (2019). Model-free Implied Volatility under Jump-diffusion models. Review of Economics & Finance, 16, 1–14.
Verma, S., Yang, H., Kachroo, P., Agarwal, S. (2016). Modeling and Estimation of the Vehicle-Miles Traveled Tax Rate Using Stochastic Differential Equations. IEEE Transactions on Systems, Man, and Cybernetics: Systems, 46(6), 818–828.
Zhang, S., Yang, H., Sun, S. (2014) Optimal convergence of discontinuous Galerkin methods for continuum modeling of supply chain networks. Computers & Mathematics with Applications, 68, 681–1691.
Holmes, A.D., Yang, H., Zhang, S. (2012). A front-fixing finite element method for the valuation of American options with regime switching. International Journal of Computer Mathematics, 89, 1094–1111.
Holmes, A.D., Yang, H. (2012). A front-fixing finite element method for the valuation of American put options on zero-coupon bonds. International Journal of Numerical Analysis Modeling, 9, 777–792.
Yang, H. (2010). A numerical analysis of American options with regime switching. Journal of Scientific Computing, 44, 69–91.
Holmes, A.D., Yang, H. (2008). A Front-fixing finite element method for the valuation of American options. SIAM J. Scientific Computing, 30, 2158–2180.
Cao, Y., Yang, H., Yin, L. (2007). Finite element methods for semilinear elliptic stochastic partial differential equations. Numerische Mathematik, 106, 181–198.
Cao, Y., Hussaini, M.Y., Yang, H. (2007). Estimation of optimal acoustic liner impedance factor for reduction of radiated engine noise. International Journal of Numerical Analysis & Modeling, 3, 116–126.
Yang, H. (2006). Calibration of the extended CIR model, SIAM J. Appl. Math., 6, pp. 721–735.
Allegretto, W., Lin, Y., Yang, H. (2001). Finite element error estimate for a nonlocal problem in American option valuation. SIAM J. Numer. Anal., 39, 834–857.
My publications at Google Scholar

Selected Publications

Research Grants