Shift-Invert Arnoldi Approximation to the Toeplitz Matrix Exponential. - Spike T. Lee; Hong-Kui Pang; Hai-Wei Sun (SIAM J. Sci. Comput., 2010)

Boundary value methods with the Crank-Nicolson preconditioner for pricing options in the jump-diffusion model. - Shu-Ling Yang; Spike T. Lee; Hai-Wei Sun (Int. J. Comput. Math., 2011)

Boundary value methods for transient solutions of queueing networks with variant vacation policy. - Raymond H. Chan; Spike T. Lee; Hai-Wei Sun (J. Comput. Appl. Math., 2012)

Fast exponential time integration scheme for option pricing with jumps. - Spike T. Lee; Xin Liu; Hai-Wei Sun (Numer. Linear Algebra Appl., 2012)

Combined compact difference scheme for linear second-order partial differential equations with mixed derivative. - Spike T. Lee; Jun Liu 025; Hai-Wei Sun (J. Comput. Appl. Math., 2014)