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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  
An iteration method for nonlinear complementarity problems Journal article
Zheng,Hua, Li,Wen, Vong,Seakweng. An iteration method for nonlinear complementarity problems[J]. Journal of Computational and Applied Mathematics, 2019, 372, 112681.
Authors:  Zheng,Hua;  Li,Wen;  Vong,Seakweng
Favorite | TC[WOS]:6 TC[Scopus]:6  IF:2.1/2.1 | Submit date：2021/03/09
Modulus-based Matrix Splitting Iteration Method  Nonlinear Complementarity Problem  Precondition  
A direct preconditioned modulus-based iteration method for solving nonlinear complementarity problems of H-matrices Journal article
Zheng,Hua, Vong,Seakweng, Liu,Ling. A direct preconditioned modulus-based iteration method for solving nonlinear complementarity problems of H-matrices[J]. Applied Mathematics and Computation, 2019, 353, 396-405.
Authors:  Zheng,Hua;  Vong,Seakweng;  Liu,Ling
Favorite | TC[WOS]:17 TC[Scopus]:17  IF:3.5/3.1 | Submit date：2021/03/09
Modulus-based Matrix Splitting Iteration Method  Nonlinear Complementarity Problem  Precondition