Pricing Formulas of Compound Options under the Fractional Brownian Motion. - Chao Zhang; Jizhou Zhang; Dongya Tao (NL-MUA, 2011)

Spectral method for multi-dimensional problems of high order on unbounded domains using generalized Laguerre functions. - Chao Zhang; Dongya Tao; Pan Ding (Int. J. Comput. Math., 2021)

A hybrid spectral method for the nonlinear Volterra integral equations with weakly singular kernel and vanishing delays. - Guoqing Yao; Dongya Tao; Chao Zhang (Appl. Math. Comput., 2022)

New spectral element method for Volterra integral equations with weakly singular kernel. - Chao Zhang; Zhipeng Liu; Sheng Chen; Dongya Tao (J. Comput. Appl. Math., 2022)

An Efficient spectral method for nonlinear Volterra integro-differential equations with Weakly singular Kernels. - Zhipeng Liu; Dongya Tao; Chao Zhang (Math. Model. Anal., 2024)