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A Preconditioned Policy–Krylov Subspace Method for Fractional Partial Integro-Differential HJB Equations in Finance Journal article
Chen, Xu, Gong, Xin Xin, Sun, Youfa, Lei, Siu Long. A Preconditioned Policy–Krylov Subspace Method for Fractional Partial Integro-Differential HJB Equations in Finance[J]. Fractal and Fractional, 2024, 8(6), 316.
Authors:  Chen, Xu;  Gong, Xin Xin;  Sun, Youfa;  Lei, Siu Long
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:3.6/3.5 | Submit date：2024/07/04
American Option Pricing  Banded Preconditioner  Fractional Partial Integro-differential Equation  Stability  Stock Loan  
An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models Journal article
Chen,Xu, Ding,Deng, Lei,Siu Long, Wang,Wenfei. An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models[J]. Numerical Algorithms, 2020, 87(3), 939-965.
Authors:  Chen,Xu;  Ding,Deng;  Lei,Siu Long;  Wang,Wenfei
Favorite | TC[WOS]:8 TC[Scopus]:10  IF:1.7/1.9 | Submit date：2021/03/09
Direct Method  Implicit-explicit Finite Difference Method  Multi-state European Options Pricing  Precondition  Tempered Fractional Partial Differential Equation  
A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models Journal article
Chen,Xu, Ding,Deng, Lei,Siu Long, Wang,Wenfei. A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models[J]. Computers and Mathematics with Applications, 2020, 79(2), 440-456.
Authors:  Chen,Xu;  Ding,Deng;  Lei,Siu Long;  Wang,Wenfei
Favorite | TC[WOS]:4 TC[Scopus]:4  IF:2.9/2.6 | Submit date：2021/03/09
Finite Difference Method  Finite Moment Log Stable Model  Preconditioner  Rainbow Options Pricing  Two-dimensional Fractional Partial Differential Equation  
High-order compact schemes for fractional differential equations with mixed derivatives Journal article
Vong S., Shi C., Lyu P.. High-order compact schemes for fractional differential equations with mixed derivatives[J]. Numerical Methods for Partial Differential Equations, 2017, 33(6), 2141-2158.
Authors:  Vong S.;  Shi C.;  Lyu P.
Favorite | TC[WOS]:3 TC[Scopus]:3 | Submit date：2018/12/24
Fractional Differential Equation  High-order Compact Scheme  Mixed Derivatives  
Finite difference schemes for two-dimensional time-space fractional differential equations Journal article
Wang Z., Vong S., Lei S.-L.. Finite difference schemes for two-dimensional time-space fractional differential equations[J]. International Journal of Computer Mathematics, 2016, 93(3), 578-595.
Authors:  Wang Z.;  Vong S.;  Lei S.-L.
Favorite | TC[WOS]:18 TC[Scopus]:20 | Submit date：2018/12/24
Adi Scheme  Discrete Energy Method  Preconditioned Gmres Method  Two-dimensional Fractional Differential Equation  Weighted And Shifted Grünwald Difference Operator  
High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives Journal article
Vong S., Lyu P., Chen X., Lei S.-L.. High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives[J]. Numerical Algorithms, 2016, 72(1), 195.
Authors:  Vong S.;  Lyu P.;  Chen X.;  Lei S.-L.
Favorite | TC[WOS]:69 TC[Scopus]:73 | Submit date：2018/10/30
Discrete Energy Method  High Order Difference Scheme  Preconditioned Gmres Method  Two-dimensional Fractional Differential Equation  
High order difference schemes for a time fractional differential equation with neumann boundary conditions Journal article
Vong S., Wang Z.. High order difference schemes for a time fractional differential equation with neumann boundary conditions[J]. East Asian Journal on Applied Mathematics, 2014, 4(3), 222-241.
Authors:  Vong S.;  Wang Z.
Favorite | TC[WOS]:18 TC[Scopus]:22 | Submit date：2018/12/24
Compact Adi Scheme  Convergence  Neumann Boundary Conditions  Time Fractional Differential Equation  Weighted And Shifted Grünwald Difference Operator  
Positive solutions of singular fractional differential equations with integral boundary conditions Journal article
Vong S.. Positive solutions of singular fractional differential equations with integral boundary conditions[J]. Mathematical and Computer Modelling, 2012, 57(2018-05-06), 1053.
Authors:  Vong S.
Favorite | TC[WOS]:52 TC[Scopus]:50 | Submit date：2018/10/30
Fixed Point Theorem  Fractional Differential Equation  Positive Solution  Singular Problem