Xu Chen

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
A novel banded preconditioner for coupled tempered fractional diffusion equation generated from the regime-switching CGMY model	2024-12-16	Paper
A preconditioned iterative method for coupled fractional partial differential equation in European option pricing	2024-09-26	Paper
Analog MIMO communication for one-shot distributed principal component analysis	2024-09-12	Paper
On-the-fly communication-and-computing for distributed tensor decomposition over MIMO channels	2024-09-12	Paper
Integrated Sensing and Communication enabled Sensing Base Station: System Design, Beamforming, Interference Cancellation and Performance Analysis	2023-10-11	Paper
Mean-field formulation for mean-variance asset-liability management with cash flow under an uncertain exit time	2022-05-04	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 robust preconditioner for two-dimensional conservative space-fractional diffusion equations on convex domains	2019-07-26	Paper
Fast solution algorithms for exponentially tempered fractional diffusion equations	2019-02-15	Paper
A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models	2018-07-12	Paper
Multilevel Circulant Preconditioner for High-Dimensional Fractional Diffusion Equations	2017-10-23	Paper
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation	2017-09-12	Paper
High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives	2016-05-18	Paper
Circulant preconditioning technique for barrier options pricing under fractional diffusion models	2016-04-29	Paper

Research outcomes over time

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