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Rational approximation in Hardy spaces on strips Journal article
COMPLEX VARIABLES AND ELLIPTIC EQUATIONS, 2018,Volume: 63,Issue: 12,Page: 1721-1738
Authors:  Mai, Weixiong;  Qian, Tao
Favorite | View/Download:24/0 | TC[WOS]:1 TC[Scopus]:3 | Submit date:2018/10/30
Adaptive Fourier decomposition  Takenaka-Malmquist system  Riesz bases  Hardy spaces  
A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models Journal article
Journal of Scientific Computing, 2017,Volume: 75,Issue: 3,Page: 1633-1655
Authors:  Siu-Long Lei;  Wenfei Wang;  Xu Chen;  Deng Ding
Favorite | View/Download:22/0 | TC[WOS]:4 TC[Scopus]:4 | Submit date:2019/05/22
American Options  Fast Preconditioned Penalty Method  Linear Complementarity Problems  Nonlinear Tempered Fractional Partial Differential Equations  Regime-switching Lévy Process  Unconditional Stability  
Adaptive Fourier decomposition-based Dirac type time-frequency distribution Journal article
MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2017,Volume: 40,Issue: 8,Page: 2815-2833
Authors:  Zhang, Liming;  Qian, Tao;  Mai, Weixiong;  Dang, Pei
Favorite | View/Download:29/0 | TC[WOS]:1 TC[Scopus]:3 | Submit date:2018/10/30
Instantaneous Frequency  Mono-component  Multi-component  Adaptive Fourier Decomposition  Time-frequency Distribution  The Best N-rational Approximation  
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation Journal article
Computers and Mathematics with Applications, 2017,Volume: 73,Issue: 9,Page: 1932-1944
Authors:  Xu Chen;  Wenfei Wang;  Deng Ding;  Siu-Long Lei
Favorite | View/Download:22/0 | TC[WOS]:5 TC[Scopus]:6 | Submit date:2019/05/22
American Options  Hamilton–jacobi–bellman Equation  Preconditioner  Tempered Fractional Derivative  Unconditional Stability  
Rational Approximation of Functions in Hardy Spaces Conference paper
Authors:  Deng Guantie;  Li Haichou;  Qian Tao;  Dang, P;  Ku, M;  Qian, T;  Rodino, LG
Favorite | View/Download:5/0 | TC[WOS]:2 TC[Scopus]:0 | Submit date:2018/10/30
Hardy spaces  Rational approximation  
A fast accurate approximation method with multigrid solver for two-dimensional fractional sub-diffusion equation Journal article
Journal of Computational Physics, 2016,Volume: 323,Page: 204-218
Authors:  Lin,Xue lei;  Lu,Xin;  Ng,Micheal K.;  Sun,Hai Wei
Favorite | View/Download:14/0 | TC[WOS]:6 TC[Scopus]:6 | Submit date:2019/05/27
Block Lower Triangular Toeplitz Matrix  Block Ε-circulant Approximation  Fractional Sub-diffusion Equations  Multigrid Method  
Adaptive Fourier tester for statistical estimation Journal article
Mathematical Methods in the Applied Sciences, 2016,Volume: 39,Issue: 12,Page: 3478-3495
Authors:  Qiuhui Chen;  Tao Qian;  Yuan Li;  Weixiong Mai;  Xingfa Zhang
Favorite | View/Download:13/0 | TC[WOS]:1 TC[Scopus]:1 | Submit date:2019/02/11
Adaptive  Approximation Order  Cayley Transform  Hardy Space  Tm Estimator  
Rational Approximation of Functions in Hardy Spaces Journal article
Complex Analysis and Operator Theory, 2016,Volume: 10,Issue: 5,Page: 903-920
Authors:  Guantie Deng;  Tao Qian
Favorite | View/Download:9/0 | TC[WOS]:8 TC[Scopus]:9 | Submit date:2019/02/11
Hardy Space  The Paley–wiener Theorem  
Greedy adaptive decomposition of signals based on nonlinear Fourier atoms Journal article
International Journal of Wavelets, Multiresolution and Information Processing, 2016,Volume: 14,Issue: 3
Authors:  Kou K.I.;  Li H.
Favorite | View/Download:14/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/02/13
Analytic Signal  Approximation  Greedy Algorithm  Nonlinear Fourier Atom  
Circulant preconditioning technique for barrier options pricing under fractional diffusion models Journal article
International Journal of Computer Mathematics, 2015,Volume: 92,Issue: 12,Page: 2596-2614
Authors:  Wenfei Wang;  Xu Chen;  Deng Ding;  Siu-Long Lei
Favorite | View/Download:25/0 | TC[WOS]:19 TC[Scopus]:20 | Submit date:2019/05/22
Barrier Options Pricing  Circulant Preconditioner  Fractional Diffusion Equations  Krylov Subspace Methods  Lévy Process