Xu Chen

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
A novel banded preconditioner for coupled tempered fractional diffusion equation generated from the regime-switching CGMY model Numerical Algorithms	2024-12-16	Paper
A preconditioned iterative method for coupled fractional partial differential equation in European option pricing Open Mathematics	2024-09-26	Paper
Analog MIMO communication for one-shot distributed principal component analysis IEEE Transactions on Signal Processing	2024-09-12	Paper
On-the-fly communication-and-computing for distributed tensor decomposition over MIMO channels IEEE Transactions on Signal Processing	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 Open Mathematics	2022-05-04	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 robust preconditioner for two-dimensional conservative space-fractional diffusion equations on convex domains Journal of Scientific Computing	2019-07-26	Paper
Fast solution algorithms for exponentially tempered fractional diffusion equations Numerical Methods for Partial Differential Equations	2019-02-15	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
Multilevel circulant preconditioner for high-dimensional fractional diffusion equations East Asian Journal on Applied Mathematics	2017-10-23	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
High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives Numerical Algorithms	2016-05-18	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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