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)

A robust finite difference scheme for pricing American put options with Singularity-Separating method. - Zhongdi Cen; Anbo Le (Numer. Algorithms, 2010)

A robust and accurate finite difference method for a generalized Black-Scholes equation. - Zhongdi Cen; Anbo Le (J. Comput. Appl. Math., 2011)

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)

Exponential Time Integration and Second-Order Difference Scheme for a Generalized Black-Scholes Equation. - Zhongdi Cen; Anbo Le; Aimin Xu (J. Appl. Math., 2012)

Finite difference scheme with a moving mesh for pricing Asian options. - Zhongdi Cen; Anbo Le; Aimin Xu (Appl. Math. Comput., 2013)

An Alternating-Direction Implicit Difference Scheme for Pricing Asian Options. - Zhongdi Cen; Anbo Le; Aimin Xu (J. Appl. Math., 2013)

A hybrid finite difference scheme for pricing Asian options. - Zhongdi Cen; Aimin Xu; Anbo Le (Appl. Math. Comput., 2015)

On the hybrid finite difference scheme for a singularly perturbed Riccati equation. - Zhongdi Cen; Aimin Xu; Anbo Le (Numer. Algorithms, 2016)

A robust numerical method for a fractional differential equation. - Zhongdi Cen; Anbo Le; Aimin Xu (Appl. Math. Comput., 2017)

A posteriori error analysis for a fractional differential equation. - Zhongdi Cen; Anbo Le; Aimin Xu (Int. J. Comput. Math., 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)

Numerical approximation of a time-fractional Black-Scholes equation. - Zhongdi Cen; Jian Huang 011; Aimin Xu; Anbo Le (Comput. Math. Appl., 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)

A second-order scheme for a time-fractional diffusion equation. - Zhongdi Cen; Jian Huang 011; Anbo Le; Aimin Xu (Appl. Math. Lett., 2019)

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)

A modified integral discretization scheme for a two-point boundary value problem with a Caputo fractional derivative. - Zhongdi Cen; Jian Huang 011; Aimin Xu; Anbo Le (J. Comput. Appl. Math., 2020)

An efficient numerical method for pricing a Russian option with a finite time horizon. - Zhongdi Cen; Anbo Le (Int. J. Comput. Math., 2021)