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  1. 1
    Exponential Time Integration and Second-Order Difference Scheme for a Generalized Black-Scholes Equation

    Exponential Time Integration and Second-Order Difference Scheme for a Generalized Black-Scholes Equation by Zhongdi Cen, Anbo Le, Aimin Xu

    Published 2012-01-01
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  2. 2
    A Robust Spline Collocation Method for Pricing American Put Options

    A Robust Spline Collocation Method for Pricing American Put Options by Zhongdi Cen, Anbo Le, Aimin Xu

    Published 2019-01-01
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  3. 3
    An Alternating-Direction Implicit Difference Scheme for Pricing Asian Options

    An Alternating-Direction Implicit Difference Scheme for Pricing Asian Options by Zhongdi Cen, Anbo Le, Aimin Xu

    Published 2013-01-01
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