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A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models Journal article
Computers and Mathematics with Applications, 2020,Volume: 79,Issue: 2,Page: 440-456
Authors:  Chen,Xu;  Ding,Deng;  Lei,Siu Long;  Wang,Wenfei
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/03/09
Finite difference method  Finite moment log stable model  Preconditioner  Rainbow options pricing  Two-dimensional fractional partial differential equation  
High-order compact schemes for fractional differential equations with mixed derivatives Journal article
Numerical Methods for Partial Differential Equations, 2017,Volume: 33,Issue: 6,Page: 2141-2158
Authors:  Vong S.;  Shi C.;  Lyu P.
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2018/12/24
Fractional Differential Equation  High-order Compact Scheme  Mixed Derivatives  
A compact ADI scheme for the two dimensional time fractional diffusion-wave equation in polar coordinates Journal article
Numerical Methods for Partial Differential Equations, 2015,Volume: 31,Issue: 5,Page: 1692-1712
Authors:  Vong,Seakweng;  Wang,Zhibo
Favorite |  | TC[WOS]:3 TC[Scopus]:4 | Submit date:2021/03/09
alternating direction implicit method  compact difference scheme  energy method  polar coordinates  
A compact ADI scheme for the two dimensional time fractional diffusion-wave equation in polar coordinates Journal article
Numerical Methods for Partial Differential Equations, 2015,Volume: 31,Issue: 5,Page: 1692-1712
Authors:  Vong S.;  Wang Z.
Favorite |  | TC[WOS]:3 TC[Scopus]:4 | Submit date:2018/12/24
Alternating Direction Implicit Method  Compact Difference Scheme  Energy Method  Polar Coordinates