Circulant preconditioning technique for barrier options pricing under fractional diffusion models. - Wenfei Wang; Xu Chen 002; Deng Ding; Siu-Long Lei (Int. J. Comput. Math., 2015)

High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives. - Seakweng Vong; Pin Lyu; Xu Chen 002; Siu-Long Lei (Numer. Algorithms, 2016)

A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation. - Xu Chen 002; Wenfei Wang; Deng Ding; Siu-Long Lei (Comput. Math. Appl., 2017)

A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models. - Siu-Long Lei; Wenfei Wang; Xu Chen 002; Deng Ding (J. Sci. Comput., 2018)

A Robust Preconditioner for Two-dimensional Conservative Space-Fractional Diffusion Equations on Convex Domains. - Xu Chen 002; Si-Wen Deng; Siu-Long Lei (J. Sci. Comput., 2019)

A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models. - Xu Chen 002; Deng Ding; Siu-Long Lei; Wenfei Wang (Comput. Math. Appl., 2020)

D-HAN: Dynamic News Recommendation with Hierarchical Attention Network. - Qinghua Zhao; Xu Chen 002; Hui Zhang; Shuai Ma 001 (CoRR, 2021)

An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models. - Xu Chen 002; Deng Ding; Siu-Long Lei; Wenfei Wang (Numer. Algorithms, 2021)