蔡猛｜中央财经大学｜学者主页

期刊论文

2026

EFFICIENT SIMULATION OF PRICES FOR EUROPEAN CALL OPTIONS UNDER HESTON STOCHASTIC-LOCAL VOLATILITY MODEL: A COMPARISON OF METHODS

Meng Cai, Tianze Li

International Journal of Theoretical and Applied Finance

DOI

2026

Strong order one-half convergence of a coupled tamed Euler-Peano scheme for reflected stochastic differential equations with super-linearly growing coefficients

Zi-Heng Chen, C. Hua, Meng Cai

arXiv.org

DOI

2024

Long-time dynamics of stochastic wave equation with dissipative damping and its full discretization: exponential ergodicity and strong law of large numbers

Meng Cai, Chu-Chu Chen, Jia-Lin Hong, Tau Zhou

arXiv.org

DOI

2024

Strong convergence rates of a fully discrete scheme for the stochastic Cahn-Hilliard equation with additive noise

Rui-Sheng Qi, Meng Cai, Xiaojie Wang

Communications in Mathematical Sciences

DOI

2023

Strong Convergence Rates for a Full Discretization of Stochastic Wave Equation with Nonlinear Damping

Meng Cai, D. Cohen, Xiaojie Wang

Journal of Scientific Computing

DOI

2023

Weak Approximations of Stochastic Partial Differential Equations with Fractional Noise

Meng Cai, Siqing Wang

Journal of Computational Mathematics

DOI

2022

几类随机偏微分方程数值方法收敛性分析

蔡猛

《中南大学》

2022

Strong convergence rates of an explicit scheme for stochastic Cahn–Hilliard equation with additive noise

Meng Cai, Rui-Sheng Qi, Xiaojie Wang

BIT Numerical Mathematics

DOI

2022

Weak error estimate of a fully discrete method for stochastic Cahn-Hilliard equation with additive noise∗

Meng Cai, S. Gan, Yao-Zhong Hu

2021

Weak convergence of the backward Euler method for stochastic Cahn–Hilliard equation with additive noise

Meng Cai, S. Gan, Yao-Zhong Hu

Applied Numerical Mathematics

DOI

2021

Weak convergence rates for a full implicit scheme of stochastic Cahn-Hilliard equation with additive noise

Meng Cai, S. Gan, Yao-Zhong Hu

arXiv.org

2019

Weak Convergence Rates for an Explicit Full-Discretization of Stochastic Allen–Cahn Equation with Additive Noise

Meng Cai, S. Gan, Xiaojie Wang

Journal of Scientific Computing

DOI

预印本

2026

Weak convergence order of stochastic theta method for SDEs driven by time-changed Lévy noise

Ziheng Chen, Jiao Liu, Meng Cai

arXiv preprint

蔡猛

精选作品

期刊论文

EFFICIENT SIMULATION OF PRICES FOR EUROPEAN CALL OPTIONS UNDER HESTON STOCHASTIC-LOCAL VOLATILITY MODEL: A COMPARISON OF METHODS

Strong order one-half convergence of a coupled tamed Euler-Peano scheme for reflected stochastic differential equations with super-linearly growing coefficients

Long-time dynamics of stochastic wave equation with dissipative damping and its full discretization: exponential ergodicity and strong law of large numbers

Strong convergence rates of a fully discrete scheme for the stochastic Cahn-Hilliard equation with additive noise

Strong Convergence Rates for a Full Discretization of Stochastic Wave Equation with Nonlinear Damping

Weak Approximations of Stochastic Partial Differential Equations with Fractional Noise

几类随机偏微分方程数值方法收敛性分析

Strong convergence rates of an explicit scheme for stochastic Cahn–Hilliard equation with additive noise

Weak error estimate of a fully discrete method for stochastic Cahn-Hilliard equation with additive noise∗

Weak convergence of the backward Euler method for stochastic Cahn–Hilliard equation with additive noise

Weak convergence rates for a full implicit scheme of stochastic Cahn-Hilliard equation with additive noise

Weak Convergence Rates for an Explicit Full-Discretization of Stochastic Allen–Cahn Equation with Additive Noise

预印本

Weak convergence order of stochastic theta method for SDEs driven by time-changed Lévy noise

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