Wen-Fei Wang

Available identifiers

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5874722	2023-02-09	Paper
An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models	2021-06-24	Paper
A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models	2020-10-07	Paper
A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models	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	2017-11-03	Paper
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation	2017-09-12	Paper
Circulant preconditioning technique for barrier options pricing under fractional diffusion models	2016-04-29	Paper

This page was built for person: Wen-Fei Wang