Anbo Le

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Pricing a resettable convertible bond based on decomposition method and PDE models	2024-03-20	Paper
An efficient numerical method for pricing a Russian option with a finite time horizon	2022-02-22	Paper
A uniformly convergent hybrid difference scheme for a system of singularly perturbed initial value problems	2022-02-17	Paper
A high-order finite difference scheme for a singularly perturbed fourth-order ordinary differential equation	2022-02-10	Paper
A robust spline collocation method for pricing American put options	2020-02-18	Paper
A modified integral discretization scheme for a two-point boundary value problem with a Caputo fractional derivative	2019-11-05	Paper
Numerical approximation of a time-fractional Black-Scholes equation	2019-06-27	Paper
A robust numerical method for a fractional differential equation	2019-04-29	Paper
A second-order scheme for a time-fractional diffusion equation	2019-02-20	Paper
A high-order finite difference scheme for a singularly perturbed reaction-diffusion problem with an interior layer	2018-12-07	Paper
Complex networks modeled on the Sierpinski gasket	2018-11-13	Paper
A small-world and scale-free network generated by Sierpinski pentagon	2018-11-13	Paper
https://portal.mardi4nfdi.de/entity/Q4585602	2018-09-06	Paper
Parameter-uniform hybrid difference scheme for solutions and derivatives in singularly perturbed initial value problems	2017-08-28	Paper
A posteriori error analysis for a fractional differential equation	2017-07-28	Paper
SCALE-FREE AND SMALL-WORLD PROPERTIES OF VAF FRACTAL NETWORKS	2017-01-04	Paper
A SMALL-WORLD AND SCALE-FREE NETWORK GENERATED BY SIERPINSKI TETRAHEDRON	2016-07-05	Paper
A hybrid finite difference scheme for pricing Asian options	2016-06-21	Paper
On the hybrid finite difference scheme for a singularly perturbed Riccati equation	2016-02-19	Paper
Asymptotic formula on average path length of fractal networks modeled on Sierpinski gasket	2015-11-17	Paper
https://portal.mardi4nfdi.de/entity/Q2924314	2014-11-03	Paper
Finite difference scheme with a moving mesh for pricing Asian options	2014-06-06	Paper
An alternating-direction implicit difference scheme for pricing Asian options	2013-09-09	Paper
A finite difference scheme for pricing American put options under Kou's jump-diffusion model	2013-05-29	Paper
A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility	2013-01-22	Paper
A second-order difference scheme for the penalized Black-Scholes equation governing American put option pricing	2013-01-11	Paper
Exponential time integration and second-order difference scheme for a generalized Black-Scholes equation	2012-04-04	Paper
A robust and accurate finite difference method for a generalized Black-Scholes equation	2011-06-14	Paper
A second-order hybrid finite difference scheme for a system of singularly perturbed initial value problems	2010-08-27	Paper
A robust finite difference scheme for pricing American put options with singularity-separating method	2010-04-15	Paper
Generic complex vector fields in \(\mathbb R^2\)	2008-06-24	Paper
Cartan connections for CR manifolds	2007-09-11	Paper
CR circle bundles and Mizohata structures	1998-08-20	Paper
https://portal.mardi4nfdi.de/entity/Q4879832	1996-07-17	Paper
https://portal.mardi4nfdi.de/entity/Q3477430	1989-01-01	Paper

Research outcomes over time

Doctoral students

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