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2020 – today
- 2021
[j18]Zhongdi Cen, Anbo Le:
An efficient numerical method for pricing a Russian option with a finite time horizon. Int. J. Comput. Math. 98(10): 2025-2039 (2021)- 2020
- [j17]Zhongdi Cen, Aimin Xu, Anbo Le, Li-Bin Liu:
A uniformly convergent hybrid difference scheme for a system of singularly perturbed initial value problems. Int. J. Comput. Math. 97(5): 1058-1086 (2020) - [j16]Zhongdi Cen, Jian Huang
, Aimin Xu, Anbo Le:
A modified integral discretization scheme for a two-point boundary value problem with a Caputo fractional derivative. J. Comput. Appl. Math. 367 (2020)
2010 – 2019
- 2019
- [j15]Zhongdi Cen, Jian Huang, Anbo Le, Aimin Xu:
A second-order scheme for a time-fractional diffusion equation. Appl. Math. Lett. 90: 79-85 (2019) - 2018
- [j14]Zhongdi Cen, Jian Huang, Aimin Xu, Anbo Le:
Numerical approximation of a time-fractional Black-Scholes equation. Comput. Math. Appl. 75(8): 2874-2887 (2018) - [j13]Zhongdi Cen, Aimin Xu, Anbo Le:
A high-order finite difference scheme for a singularly perturbed fourth-order ordinary differential equation. Int. J. Comput. Math. 95(9): 1806-1819 (2018) - 2017
- [j12]Zhongdi Cen, Anbo Le, Aimin Xu:
A robust numerical method for a fractional differential equation. Appl. Math. Comput. 315: 445-452 (2017) - [j11]Zhongdi Cen, Anbo Le, Aimin Xu:
A posteriori error analysis for a fractional differential equation. Int. J. Comput. Math. 94(6): 1185-1195 (2017) - [j10]Zhongdi Cen, Anbo Le, Aimin Xu:
Parameter-uniform hybrid difference scheme for solutions and derivatives in singularly perturbed initial value problems. J. Comput. Appl. Math. 320: 176-192 (2017) - 2016
- [j9]Zhongdi Cen, Aimin Xu, Anbo Le:
On the hybrid finite difference scheme for a singularly perturbed Riccati equation. Numer. Algorithms 71(2): 417-436 (2016) - 2015
- [j8]Zhongdi Cen, Aimin Xu, Anbo Le:
A hybrid finite difference scheme for pricing Asian options. Appl. Math. Comput. 252: 229-239 (2015) - 2013
- [j7]Zhongdi Cen, Anbo Le, Aimin Xu:
Finite difference scheme with a moving mesh for pricing Asian options. Appl. Math. Comput. 219(16): 8667-8675 (2013) - [j6]Zhongdi Cen, Anbo Le, Aimin Xu:
An Alternating-Direction Implicit Difference Scheme for Pricing Asian Options. J. Appl. Math. 2013: 605943:1-605943:8 (2013) - 2012
- [j5]Anbo Le, Zhongdi Cen, Aimin Xu:
A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility. Int. J. Comput. Math. 89(9): 1135-1144 (2012) - [j4]Zhongdi Cen, Anbo Le, Aimin Xu:
Exponential Time Integration and Second-Order Difference Scheme for a Generalized Black-Scholes Equation. J. Appl. Math. 2012: 796814:1-796814:12 (2012) - 2011
- [j3]Zhongdi Cen, Anbo Le:
A robust and accurate finite difference method for a generalized Black-Scholes equation. J. Comput. Appl. Math. 235(13): 3728-3733 (2011) - 2010
- [j2]Zhongdi Cen, Aimin Xu, Anbo Le:
A second-order hybrid finite difference scheme for a system of singularly perturbed initial value problems. J. Comput. Appl. Math. 234(12): 3445-3457 (2010) - [j1]Zhongdi Cen, Anbo Le:
A robust finite difference scheme for pricing American put options with Singularity-Separating method. Numer. Algorithms 53(4): 497-510 (2010)
Coauthor Index
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