[1] H. Song（第一作者）, H. Wang, J. Wu, J. Yang. Stochastic Proximal Linearized ADMM for Sparse Distributed Control Problem Constrained by Random Elliptic Equation. J. Comput. Math., (2026), accept.
[2] X. Wen, H. Song（通讯作者）. Parameter estimation in complementarity-constrained parabolic optimal control model: application to American option implied volatility. Inverse Problems, 41 (2025), no. 11, Paper No. 115005, 28 pp.
[3] H. Song（第一作者）, H. Wang, J. Wu, J. Yang. A linearized proximal ADMM for stochastic and large-scale convex optimization. J. Optim. Theory Appl., 207 (2025), no. 2, Paper No. 25, 31 pp.
[4] M. Hu, H. Song（学生一作）, J. Wu, J. Yang. Inexact primal-dual active set iteration for optimal distribution control of stationary heat or cold source. J. Global Optim., 91 (2025), 235-253.
[5] H. Song（第一作者）, H. Wang, J. Wu, J. Yang. An efficient ADAM-type algorithm with finite elements discretization technique for random elliptic optimal control problems. J. Comput. Appl. Math., 454 (2025), Paper No. 116199, 16 pp.
[6] H. Song（第一作者）, J. Xu, J. Yang, Y. Li. Primal-dual active set algorithm for valuating American options under regime switching. Numer. Methods Partial Differential Equations, 40 (2024), Paper No. e23104, 19 pp.
[7] X. Wen, H. Song（学生一作）, Y. Li, Z. Gao. A primal-dual active set approach to the valuation of American options in regime-switching models: numerical solutions and convergence analysis. Comput. Appl. Math., 43 (2024), no. 6, Paper No. 345, 24 pp.
[8] C. Huang, H. Song（学生一作）, J. Yang, B. Zhou. Error analysis of finite difference scheme for American option pricing under regime-switching with jumps. J. Comput. Appl. Math., 437 (2024), Paper No. 115484, 20 pp.
[9] X. Wen, H. Song（学生一作）, R. Zhang, Y. Li. Primal-dual active-set method for the valuation of American exchange options. East Asian J. Appl. Math., 13 (2023), no. 4, 858–885.
[10] H. Song（第一作者）, J. Zhang, Y. Hao. A splitting algorithm for constrained optimization problems with parabolic equations. Comput. Appl. Math., 42 (2023), Paper No. 205.
[11] J. Yang, H. Song（通讯作者）, X. Li, D. Hou. Block mirror stochastic gradient method for stochastic optimization. J. Sci. Comput., 94 (2023), Paper No. 69.
[12] H. Song（第一作者）, J. Xu, J. Yang, Y. Li. Projection and contraction method for the valuation of American options under regime switching. Commun. Nonlinear Sci. Numer. Simul., 109 (2022), Paper No. 106332, 16 pp.
[13] X. Pang, H. Song（按字母序）, X. Wang, K. Zhang. An efficient numerical method for the valuation of American better-of options based on the front-fixing transform and the far field truncation. Adv. Appl. Math. Mech., 12 (2020), no. 4, 902–919.
[14] Y. Gao, H. Song（按字母序）, X. Wang, K. Zhang. Primal-dual active set method for pricing American better-of option on two assets. Commun. Nonlinear Sci. Numer. Simul., 80 (2020), 104976, 15 pp.
[15] J. Yang, K. Zhang, H. Song（通讯作者）, T. Cheng. An alternating direction method of multipliers for optimal control problems constrained with elliptic equations. Adv. Appl. Math. Mech., 12 (2020), no. 2, 336–361.
[16] Y. Hao, H. Song（按字母序）, X. Wang, K. Zhang. An alternating direction method of multipliers for the optimization problem constrained with a stationary Maxwell system. Commun. Comput. Phys., 24 (2018), no. 5, 1435–1454.
[17] H. Song（第一作者）, X. Wang, K. Zhang, Q. Zhang. Primal-dual active set method for American lookback put option pricing. East Asian J. Appl. Math., 7 (2017), no. 3, 603–614.
[18] H. Song（第一作者）, K. Zhang, Y. Li. Finite element and discontinuous Galerkin methods with perfect matched layers for American options. Numer. Math. Theory Methods Appl., 10 (2017), no. 4, 829–851.
[19] H. Song（第一作者）, Q. Zhang, J. Li, H. Liu. Finite element method for valuation of American lookback options. Math. Numer. Sin., 38 (2016), no. 3, 245–256.
[20] H. Song（第一作者）, R. Zhang. Projection and contraction method for the valuation of American options. East Asian J. Appl. Math., 5 (2015), no. 1, 48–60.
[21] H. Song（第一作者）, Q. Zhang, R. Zhang. A fast numerical method for the valuation of American lookback put options. Commun. Nonlinear Sci. Numer. Simul., 27 (2015), no. 1-3, 302–313.
[22] K. Zhang, H. Song, J. Li. Front-fixing FEMs for the pricing of American options based on a PML technique. Appl. Anal., 94 (2015), no. 5, 903–931.
[23] H. Song（第一作者）, R. Zhang, W. Tian. Spectral method for the Black-Scholes model of American options valuation. J. Math. Study, 47 (2014), no. 1, 47–64.
[24] R. Zhang, H. Song, N. Luan. Weak Galerkin finite element method for valuation of American options. Front. Math. China, 9 (2014), no. 2, 455–476.
