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	A 2nd-order ADI finite difference method for a 2D fractional Black–Scholes equation governing European two asset option pricing Journal article Mathematics and Computers in Simulation,2020, volume: 171, pages: 279-293 Authors: Chen，Wen; Wang，Song Favorite \| View/Download：0/0 \| Submit date：2025/03/19 Alternating direction implicit method Finite difference Option pricing Two-dimensional spatial-fractional Black–Scholes equation
	A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing Journal article Applied Mathematics and Computation,2017, volume: 305, pages: 174-187 Authors: Chen，Wen; Wang，Song Favorite \| View/Download：0/0 \| Submit date：2025/03/19 American option pricing Finite difference method Fractional differential equation Linear complementarity problem Optimal control Penalty method
	A finite difference method for pricing European and American options under a geometric Lévy process Journal article Journal of Industrial and Management Optimization,2015, volume: 11, issue: 1, pages: 241-264 Authors: Chen，Wen; Wang，Song Favorite \| View/Download：0/0 \| Submit date：2025/03/19 Convergence Finite difference method Fractional Black-Scholes equation Linear complementarity problem Option pricing Penalty method
	A penalty method for a fractional order parabolic variational inequality governing American put option valuation Journal article Computers and Mathematics with Applications,2014, volume: 67, issue: 1, pages: 77-90 Authors: Chen，Wen; Wang，Song Favorite \| View/Download：0/0 \| Submit date：2025/03/19 American option pricing Complementarity problem Finite difference Fractional Black-Scholes operator Penalty method Variational inequality