Anbo Le

18 papers Journal 18
YearRankTypeTitle / Venue / Authors
2021 J jnl
An efficient numerical method for pricing a Russian option with a finite time horizon.
Int. J. Comput. Math.
Zhongdi Cen, Anbo Le
2020 J jnl
A modified integral discretization scheme for a two-point boundary value problem with a Caputo fractional derivative.
J. Comput. Appl. Math.
Zhongdi Cen, Jian Huang, Aimin Xu, Anbo Le
2020 J jnl
A uniformly convergent hybrid difference scheme for a system of singularly perturbed initial value problems.
Int. J. Comput. Math.
Zhongdi Cen, Aimin Xu, Anbo Le, Li-bin Liu
2019 J jnl
A second-order scheme for a time-fractional diffusion equation.
Appl. Math. Lett.
Zhongdi Cen, Jian Huang, Anbo Le, Aimin Xu
2018 J jnl
A high-order finite difference scheme for a singularly perturbed fourth-order ordinary differential equation.
Int. J. Comput. Math.
Zhongdi Cen, Aimin Xu, Anbo Le
2018 J jnl
Numerical approximation of a time-fractional Black-Scholes equation.
Comput. Math. Appl.
Zhongdi Cen, Jian Huang, Aimin Xu, Anbo Le
2017 J jnl
A posteriori error analysis for a fractional differential equation.
Int. J. Comput. Math.
Zhongdi Cen, Anbo Le, Aimin Xu
2017 J jnl
A robust numerical method for a fractional differential equation.
Appl. Math. Comput.
Zhongdi Cen, Anbo Le, Aimin Xu
2017 J jnl
Parameter-uniform hybrid difference scheme for solutions and derivatives in singularly perturbed initial value problems.
J. Comput. Appl. Math.
Zhongdi Cen, Anbo Le, Aimin Xu
2016 J jnl
On the hybrid finite difference scheme for a singularly perturbed Riccati equation.
Numer. Algorithms
Zhongdi Cen, Aimin Xu, Anbo Le
2015 J jnl
A hybrid finite difference scheme for pricing Asian options.
Appl. Math. Comput.
Zhongdi Cen, Aimin Xu, Anbo Le
2013 J jnl
An Alternating-Direction Implicit Difference Scheme for Pricing Asian Options.
J. Appl. Math.
Zhongdi Cen, Anbo Le, Aimin Xu
2013 J jnl
Finite difference scheme with a moving mesh for pricing Asian options.
Appl. Math. Comput.
Zhongdi Cen, Anbo Le, Aimin Xu
2012 J jnl
A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility.
Int. J. Comput. Math.
Anbo Le, Zhongdi Cen, Aimin Xu
2012 J jnl
Exponential Time Integration and Second-Order Difference Scheme for a Generalized Black-Scholes Equation.
J. Appl. Math.
Zhongdi Cen, Anbo Le, Aimin Xu
2011 J jnl
A robust and accurate finite difference method for a generalized Black-Scholes equation.
J. Comput. Appl. Math.
Zhongdi Cen, Anbo Le
2010 J jnl
A robust finite difference scheme for pricing American put options with Singularity-Separating method.
Numer. Algorithms
Zhongdi Cen, Anbo Le
2010 J jnl
A second-order hybrid finite difference scheme for a system of singularly perturbed initial value problems.
J. Comput. Appl. Math.
Zhongdi Cen, Aimin Xu, Anbo Le