宋海明

微分積分方程數值解, 金融衍生產品定價的數值方法。 ^[1] 

2005-2009 本科，理學學士學位，吉林大學數學學院

2009-2011 碩士研究生，理學碩士學位，吉林大學數學研究所

2011-2014 博士研究生，理學博士學位，吉林大學數學研究所 ^[1] 

2014-2015 王寬誠訪問學者/高級研究助理， 香港浸會大學數學系

2015-至今 講師, 吉林大學數學學院 ^[1] 

[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] 李景詩, 王智宇, 朱本喜, 宋海明, 求解Black-Scholes模型下美式看跌期權的有限差分法. 吉林大學學報(理學版), 2014, 52(05):949-953.

[10] 李庚, 朱本喜, 張琪, 宋海明, 求解Black-Scholes模型下美式回望看跌期權的有限差分法. 吉林大學學報(理學版), 2014, 52(04):698-702.

[11] 王智宇, 李景詩, 朱本喜, 宋海明, 求解CEV模型下美式看跌期權的有限

差分法. 吉林大學學報(理學版), 2014, 52(03):489-493. ^[1]