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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, 2021,Volume: 87,Issue: 3,Page: 939-965
Authors:  Chen,Xu;  Ding,Deng;  Lei,Siu Long;  Wang,Wenfei
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2021/03/09
Direct Method  Implicit-explicit Finite Difference Method  Multi-state European Options Pricing  Precondition  Tempered Fractional Partial Differential Equation  
An Efficient Second‑Order Convergent Scheme for One‑Side Space Fractional Diffusion Equations with Variable Coefficients Journal article
Communications on Applied Mathematics and Computation, 2020,Volume: 2,Issue: 2,Page: 215--239
Authors:  Lin Xuelei;  Lyu Pin;  Michael K. Ng;  Sun HW(孫海衛);  Seak Weng Vong
Adobe PDF | Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2022/07/28
One-side Space Fractional Diffusion Equation  Variable Diffusion Coefficients  Stability And Convergence  High-order Finite-difference Scheme  Preconditioner  
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]:84 TC[Scopus]:84 | Submit date:2018/10/30
Conference proceedings of The Twenty-third ICMI Study: Primary Mathematics Study on Whole Numbers Conference proceedings
Macau SAR, 2015-6-3-10
Authors:  Sun XH(孫旭花);  Berinderjeet Kaur;  Jarmila Novotna
Adobe PDF | Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2022/07/27
Whole Number  Arithmatic  
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]:13 TC[Scopus]:17 | 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 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:  Spike T. Lee;  Hai‐Wei Sun
Favorite |  | TC[WOS]:13 TC[Scopus]:0 | Submit date:2019/07/30
Fourth-order Compact Scheme  Jump-diffusion  Local Mesh Refinement  Partial Integro-differentialequation  Toeplitz Matrix