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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
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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
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Numerical Analysis of Fully Discretized Crank-Nicolson Scheme for Fractional-in-Space Allen-Cahn Equations Journal article
Journal of Scientific Computing,2017, volume: 72, issue: 3, pages: 1214-1231
Authors:  Hou, Tianliang;  Tang, Tao;  Yang, Jiang
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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
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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
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Numerical analysis of heat and moisture transport with a finite difference method Journal article
Numerical Methods for Partial Differential Equations,2013, volume: 29, issue: 1, pages: 226-250
Authors:  Li, Buyang;  Sun, Weiwei
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An adaptive time-stepping strategy for the molecular beam epitaxy models Journal article
SIAM Journal on Scientific Computing,2011, volume: 33, issue: 3, pages: 1395-1414
Authors:  Qiao, Zhonghua;  Zhang, Zhengru;  Tang, Tao
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An adaptive mesh redistribution method for nonlinear Hamilton-Jacobi equations in two- and three-dimensions Journal article
Journal of Computational Physics,2003, volume: 188, issue: 2, pages: 543-572
Authors:  Tang, Huazhong;  Tang, Tao;  Zhang, Pingwen
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Combined Hermite spectral-finite difference method for the Fokker-Planck equation Journal article
Mathematics of Computation,2002, volume: 71, issue: 240, pages: 1497-1528
Authors:  Fok, Johnson C.M.;  Guo, Benyu;  Tang, Tao
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Steady viscous flow in a triangular cavity by efficient numerical techniques Journal article
Computers and Mathematics with Applications,1996, volume: 31, issue: 10, pages: 55-65
Authors:  Li, Ming;  Tang, Tao
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