Xu Chen

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Person:285049

Available identifiers

zbMath Open chen.xuMaRDI QIDQ285049

List of research outcomes





PublicationDate of PublicationType
A novel banded preconditioner for coupled tempered fractional diffusion equation generated from the regime-switching CGMY model2024-12-16Paper
A preconditioned iterative method for coupled fractional partial differential equation in European option pricing2024-09-26Paper
Analog MIMO communication for one-shot distributed principal component analysis2024-09-12Paper
On-the-fly communication-and-computing for distributed tensor decomposition over MIMO channels2024-09-12Paper
Integrated Sensing and Communication enabled Sensing Base Station: System Design, Beamforming, Interference Cancellation and Performance Analysis2023-10-11Paper
Mean-field formulation for mean-variance asset-liability management with cash flow under an uncertain exit time2022-05-04Paper
An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models2021-06-24Paper
A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models2020-10-07Paper
A robust preconditioner for two-dimensional conservative space-fractional diffusion equations on convex domains2019-07-26Paper
Fast solution algorithms for exponentially tempered fractional diffusion equations2019-02-15Paper
A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models2018-07-12Paper
Multilevel Circulant Preconditioner for High-Dimensional Fractional Diffusion Equations2017-10-23Paper
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation2017-09-12Paper
High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives2016-05-18Paper
Circulant preconditioning technique for barrier options pricing under fractional diffusion models2016-04-29Paper

Research outcomes over time

This page was built for person: Xu Chen