Anbo Le

According to our database, Anbo Le authored at least 18 papers between 2010 and 2021.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2021

An efficient numerical method for pricing a Russian option with a finite time horizon.

Zhongdi Cen, Anbo Le

Int. J. Comput. Math., 2021

2020

A modified integral discretization scheme for a two-point boundary value problem with a Caputo fractional derivative.

Zhongdi Cen, Jian Huang, Aimin Xu, Anbo Le

J. Comput. Appl. Math., 2020

A uniformly convergent hybrid difference scheme for a system of singularly perturbed initial value problems.

Zhongdi Cen, Aimin Xu, Anbo Le, Li-Bin Liu

Int. J. Comput. Math., 2020

2019

A second-order scheme for a time-fractional diffusion equation.

Zhongdi Cen, Jian Huang, Anbo Le, Aimin Xu

Appl. Math. Lett., 2019

2018

A high-order finite difference scheme for a singularly perturbed fourth-order ordinary differential equation.

Zhongdi Cen, Aimin Xu, Anbo Le

Int. J. Comput. Math., 2018

Numerical approximation of a time-fractional Black-Scholes equation.

Zhongdi Cen, Jian Huang, Aimin Xu, Anbo Le

Comput. Math. Appl., 2018

2017

Parameter-uniform hybrid difference scheme for solutions and derivatives in singularly perturbed initial value problems.

Zhongdi Cen, Anbo Le, Aimin Xu

J. Comput. Appl. Math., 2017

A posteriori error analysis for a fractional differential equation.

Zhongdi Cen, Anbo Le, Aimin Xu

Int. J. Comput. Math., 2017

A robust numerical method for a fractional differential equation.

Zhongdi Cen, Anbo Le, Aimin Xu

Appl. Math. Comput., 2017

2016

On the hybrid finite difference scheme for a singularly perturbed Riccati equation.

Zhongdi Cen, Aimin Xu, Anbo Le

Numer. Algorithms, 2016

2015

A hybrid finite difference scheme for pricing Asian options.

Zhongdi Cen, Aimin Xu, Anbo Le

Appl. Math. Comput., 2015

2013

An Alternating-Direction Implicit Difference Scheme for Pricing Asian Options.

Zhongdi Cen, Anbo Le, Aimin Xu

J. Appl. Math., 2013

Finite difference scheme with a moving mesh for pricing Asian options.

Zhongdi Cen, Anbo Le, Aimin Xu

Appl. Math. Comput., 2013

2012

Exponential Time Integration and Second-Order Difference Scheme for a Generalized Black-Scholes Equation.

Zhongdi Cen, Anbo Le, Aimin Xu

J. Appl. Math., 2012

A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility.

Anbo Le, Zhongdi Cen, Aimin Xu

Int. J. Comput. Math., 2012

2011

A robust and accurate finite difference method for a generalized Black-Scholes equation.

Zhongdi Cen, Anbo Le

J. Comput. Appl. Math., 2011

2010

A robust finite difference scheme for pricing American put options with Singularity-Separating method.

Zhongdi Cen, Anbo Le

Numer. Algorithms, 2010

A second-order hybrid finite difference scheme for a system of singularly perturbed initial value problems.

Zhongdi Cen, Aimin Xu, Anbo Le

J. Comput. Appl. Math., 2010