The following pages link to Xu Chen (Q285049):
Displaying 14 items.
- High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives (Q285051) (← links)
- A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models (Q1651337) (← links)
- A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models (Q2004502) (← links)
- An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
- Mean-field formulation for mean-variance asset-liability management with cash flow under an uncertain exit time (Q2135044) (← links)
- A robust preconditioner for two-dimensional conservative space-fractional diffusion equations on convex domains (Q2316254) (← links)
- A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation (Q2403726) (← links)
- Circulant preconditioning technique for barrier options pricing under fractional diffusion models (Q2804507) (← links)
- Fast solution algorithms for exponentially tempered fractional diffusion equations (Q4623378) (← links)
- Multilevel Circulant Preconditioner for High-Dimensional Fractional Diffusion Equations (Q5372040) (← links)
- Analog MIMO communication for one-shot distributed principal component analysis (Q6602994) (← links)
- On-the-fly communication-and-computing for distributed tensor decomposition over MIMO channels (Q6603806) (← links)
- A preconditioned iterative method for coupled fractional partial differential equation in European option pricing (Q6611517) (← links)
- A novel banded preconditioner for coupled tempered fractional diffusion equation generated from the regime-switching CGMY model (Q6653272) (← links)
