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An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models Journal article
Numerical Algorithms, 2020
Authors:  Chen,Xu;  Ding,Deng;  Lei,Siu Long;  Wang,Wenfei
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/03/09
Direct method  Implicit-explicit finite difference method  Multi-state European options pricing  Precondition  Tempered fractional partial differential equation  
A MnO2 nanosheet-assisted GSH detection platform using an iridium(III) complex as a switch-on luminescent probe Journal article
NANOSCALE, 2017,Volume: 9,Issue: 14,Page: 4677-4682
Authors:  Dong, Zhen-Zhen;  Lu, Lihua;  Ko, Chung-Nga;  Yang, Chao;  Li, Shengnan;  Lee, Ming-Yuen;  Leung, Chung-Hang;  Ma, Dik-Lung
View | Adobe PDF | Favorite |  | TC[WOS]:65 TC[Scopus]:64 | Submit date:2018/10/30
Fourth-order compact scheme with local mesh refinement for option pricing in jump-diffusion model Journal article
Numerical Methods for Partial Differential Equations, 2012,Volume: 28,Issue: 3,Page: 1079-1098
Authors:  Lee S.T.;  Sun H.-W.
Favorite |  | TC[WOS]:7 TC[Scopus]:12 | Submit date:2019/02/13
Fourth-order Compact Scheme  Jump-diffusion  Local Mesh Refinement  Partial Integro-differential Equation  Toeplitz Matrix  
Fourth-Order Compact Scheme with Local MeshRefinement for Option Pricing in Jump-DiffusionModel Journal article
Numerical Methods for Partial Differential Equations, 2011,Volume: 28,Issue: 3,Page: 1079-1098
Authors:  Spike T. Lee;  Hai‐Wei Sun
Favorite |  | TC[WOS]:7 TC[Scopus]:0 | Submit date:2019/07/30
Fourth-order Compact Scheme  Jump-diffusion  Local Mesh Refinement  Partial Integro-differentialequation  Toeplitz Matrix