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A 2nd-order ADI finite difference method for a 2D fractional Black–Scholes equation governing European two asset option pricing 期刊论文
Mathematics and Computers in Simulation,2020, 卷号: 171, 页码: 279-293
作者:  Chen, Wen;  Wang, Song
收藏  |  浏览/下载：9/0  |  提交时间：2025/03/19
A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing 期刊论文
Applied Mathematics and Computation,2017, 卷号: 305, 页码: 174-187
作者:  Chen, Wen;  Wang, Song
收藏  |  浏览/下载：11/0  |  提交时间：2025/03/19
Numerical Analysis of Fully Discretized Crank-Nicolson Scheme for Fractional-in-Space Allen-Cahn Equations 期刊论文
Journal of Scientific Computing,2017, 卷号: 72, 期号: 3, 页码: 1214-1231
作者:  Hou, Tianliang;  Tang, Tao;  Yang, Jiang
收藏  |  浏览/下载：25/0  |  提交时间：2021/08/05
A finite difference method for pricing European and American options under a geometric Lévy process 期刊论文
Journal of Industrial and Management Optimization,2015, 卷号: 11, 期号: 1, 页码: 241-264
作者:  Chen, Wen;  Wang, Song
收藏  |  浏览/下载：6/0  |  提交时间：2025/03/19
A penalty method for a fractional order parabolic variational inequality governing American put option valuation 期刊论文
Computers and Mathematics with Applications,2014, 卷号: 67, 期号: 1, 页码: 77-90
作者:  Chen, Wen;  Wang, Song
收藏  |  浏览/下载：11/0  |  提交时间：2025/03/19
Numerical analysis of heat and moisture transport with a finite difference method 期刊论文
Numerical Methods for Partial Differential Equations,2013, 卷号: 29, 期号: 1, 页码: 226-250
作者:  Li, Buyang;  Sun, Weiwei
收藏  |  浏览/下载：9/0  |  提交时间：2021/06/02
An adaptive time-stepping strategy for the molecular beam epitaxy models 期刊论文
SIAM Journal on Scientific Computing,2011, 卷号: 33, 期号: 3, 页码: 1395-1414
作者:  Qiao, Zhonghua;  Zhang, Zhengru;  Tang, Tao
收藏  |  浏览/下载：20/0  |  提交时间：2021/05/10
An adaptive mesh redistribution method for nonlinear Hamilton-Jacobi equations in two- and three-dimensions 期刊论文
Journal of Computational Physics,2003, 卷号: 188, 期号: 2, 页码: 543-572
作者:  Tang, Huazhong;  Tang, Tao;  Zhang, Pingwen
收藏  |  浏览/下载：12/0  |  提交时间：2021/05/10
Combined Hermite spectral-finite difference method for the Fokker-Planck equation 期刊论文
Mathematics of Computation,2002, 卷号: 71, 期号: 240, 页码: 1497-1528
作者:  Fok, Johnson C.M.;  Guo, Benyu;  Tang, Tao
收藏  |  浏览/下载：13/0  |  提交时间：2021/05/10
Steady viscous flow in a triangular cavity by efficient numerical techniques 期刊论文
Computers and Mathematics with Applications,1996, 卷号: 31, 期号: 10, 页码: 55-65
作者:  Li, Ming;  Tang, Tao
收藏  |  浏览/下载：8/0  |  提交时间：2021/05/10