Wen-Fei Wang

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
scientific article; zbMATH DE number 7651413 (Why is no real title available?)	2023-02-09	Paper
An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models Numerical Algorithms	2021-06-24	Paper
A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models Computers & Mathematics with Applications	2020-10-07	Paper
A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models Journal of Scientific Computing	2018-07-12	Paper
The quasi-two-body decays \(B_{(s)} \rightarrow(D_{(s)}, \overline{D}_{(s)}) \rho \rightarrow(D_{(s)}, \overline{D}_{(s)}) \pi \pi\) in the perturbative QCD factorization approach Nuclear Physics B	2017-11-03	Paper
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation Computers & Mathematics with Applications	2017-09-12	Paper
Circulant preconditioning technique for barrier options pricing under fractional diffusion models International Journal of Computer Mathematics	2016-04-29	Paper

Research outcomes over time

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