163 citations · 176 across the 8 of their papers we have counts for
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math.NA2019★ 1 cited
Artificial boundary method for the solution of pricing European options under the Heston model
Hongshan Li, Zhongyi Huang
This paper considers the valuation of a European call option under the Heston stochastic volatility model. We present the asymptotic solution to the option pricing problem in power…
cs.MM2019★ 11 cited
AdaCompress: Adaptive Compression for Online Computer Vision Services
Hongshan Li, Yu Guo, Zhi Wang +2
With the growth of computer vision based applications and services, an explosive amount of images have been uploaded to cloud servers which host such computer vision algorithms, us…