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Wen Chen

Orcid: 0000-0002-7268-0979

Affiliations:
  • CSIRO Riverside Life Sciences Centre, North Ryde, NSW, Australia (since 2014)
  • The University of Western Australia, Perth, WA, Australia (until 2013)


According to our database1, Wen Chen authored at least 4 papers between 2014 and 2020.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Links

Online presence:

On csauthors.net:

Bibliography

2020
A 2nd-order ADI finite difference method for a 2D fractional Black-Scholes equation governing European two asset option pricing.
[BibTeX]
[DOI]
Wen Chen
,
Song Wang
Math. Comput. Simul., 2020

2017
A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing.
[BibTeX]
[DOI]
Wen Chen
,
Song Wang
Appl. Math. Comput., 2017

2016
A 2nd-Order FDM for a 2D Fractional Black-Scholes Equation.
[BibTeX]
[DOI]
Wen Chen
,
Song Wang
Proceedings of the Numerical Analysis and Its Applications - 6th International Conference, 2016

2014
A penalty method for a fractional order parabolic variational inequality governing American put option valuation.
[BibTeX]
[DOI]
Wen Chen
,
Song Wang
Comput. Math. Appl., 2014


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