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Illuminations for constructions of scintillating lanthanide–organic complexes in sensitive X-ray detection and high-resolution radiative imaging Journal article
Juan Gao , Jian Lu, Baoyi Li, Wenfei Wang, Meijuan Xie, Shuaihua Wang, Fakun Zheng, Guocong Guo. Illuminations for constructions of scintillating lanthanide–organic complexes in sensitive X-ray detection and high-resolution radiative imaging[J]. Chinese Chemical Letters, 2022, 33(12), 5132-5136.
Authors:  Juan Gao ;  Jian Lu;  Baoyi Li;  Wenfei Wang;  Meijuan Xie; et al.
Favorite | TC[WOS]:23 TC[Scopus]:25  IF:9.4/7.3 | Submit date：2022/05/17
Lanthanide Coordination Compounds  Metal–organic Frameworks  Scintillating Materials  X-ray Detection  X-ray Imaging  
A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models Journal article
Siu-Long Lei, Wenfei Wang, Xu Chen, Deng Ding. A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models[J]. JOURNAL OF SCIENTIFIC COMPUTING, 2017, 75(3), 1633-1655.
Authors:  Siu-Long Lei;  Wenfei Wang;  Xu Chen;  Deng Ding
Favorite | TC[WOS]:14 TC[Scopus]:14  IF:2.8/2.7 | Submit date：2019/05/22
American Options  Fast Preconditioned Penalty Method  Linear Complementarity Problems  Nonlinear Tempered Fractional Partial Differential Equations  Regime-switching Lévy Process  Unconditional Stability  
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation Journal article
Xu Chen, Wenfei Wang, Deng Ding, Siu-Long Lei. A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation[J]. COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2017, 73(9), 1932-1944.
Authors:  Xu Chen;  Wenfei Wang;  Deng Ding;  Siu-Long Lei
Favorite | TC[WOS]:13 TC[Scopus]:13  IF:2.9/2.6 | Submit date：2019/05/22
American Options  Hamilton–jacobi–bellman Equation  Preconditioner  Tempered Fractional Derivative  Unconditional Stability  
Least-Squares Monte Carlo Methods for Pricing Options Embedded in Mortgages Journal article
Deng DING, Wenfei Wang, Li Wang. Least-Squares Monte Carlo Methods for Pricing Options Embedded in Mortgages[J]. Journal of Applied Finance&Banking, 2016, 6(2), 1-20.
Authors:  Deng DING;  Wenfei Wang;  Li Wang
Favorite |  | Submit date：2019/07/22
Least-squares Monte Carlo Method  Options Embedded In Mortgages  Optimal Stopping  Dynamic Programming  
Circulant preconditioning technique for barrier options pricing under fractional diffusion models Journal article
Wenfei Wang, Xu Chen, Deng Ding, Siu-Long Lei. Circulant preconditioning technique for barrier options pricing under fractional diffusion models[J]. INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2015, 92(12), 2596-2614.
Authors:  Wenfei Wang;  Xu Chen;  Deng Ding;  Siu-Long Lei
Favorite | TC[WOS]:29 TC[Scopus]:31  IF:1.7/1.5 | Submit date：2019/05/22
Barrier Options Pricing  Circulant Preconditioner  Fractional Diffusion Equations  Krylov Subspace Methods  Lévy Process