Xu Chen

According to our database, Xu Chen authored at least 8 papers between 2015 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models.

Xu Chen, Deng Ding, Siu-Long Lei, Wenfei Wang

Numer. Algorithms, 2021

D-HAN: Dynamic News Recommendation with Hierarchical Attention Network.

Qinghua Zhao, Xu Chen, Hui Zhang, Shuai Ma

CoRR, 2021

2020

A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models.

Xu Chen, Deng Ding, Siu-Long Lei, Wenfei Wang

Comput. Math. Appl., 2020

2019

A Robust Preconditioner for Two-dimensional Conservative Space-Fractional Diffusion Equations on Convex Domains.

Xu Chen, Si-Wen Deng, Siu-Long Lei

J. Sci. Comput., 2019

2018

A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models.

Siu-Long Lei, Wenfei Wang, Xu Chen, Deng Ding

J. Sci. Comput., 2018

2017

A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation.

Xu Chen, Wenfei Wang, Deng Ding, Siu-Long Lei

Comput. Math. Appl., 2017

2016

High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives.

Seakweng Vong, Pin Lyu, Xu Chen, Siu-Long Lei

Numer. Algorithms, 2016

2015

Circulant preconditioning technique for barrier options pricing under fractional diffusion models.

Wenfei Wang, Xu Chen, Deng Ding, Siu-Long Lei

Int. J. Comput. Math., 2015