Concepedia
Statistics
Publications
5
Citations
171
H-Index
Active since
2015
Affiliations
University of Macau(Current)
Shanghai Jiao Tong University
Xu Chen is an author at University of Macau specializing in preconditioning, business, and financial economics.
Publications per year
2015–2020
High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives
Seakweng Vong, Pin Lyu, Xu Chen et al. · Numerical Algorithms · 2015 · 77 citations
Natural Sciences, Mathematics, Physics +12
Circulant preconditioning technique for barrier options pricing under fractional diffusion models
Wenfei Wang, Xu Chen, Deng Ding et al. · International Journal of Computer Mathematics · 2015 · 31 citations
Business, Economics, Finance +16
Multilevel Circulant Preconditioner for High-Dimensional Fractional Diffusion Equations
Siu‐Long Lei, Xu Chen, Xinhe Zhang · East Asian Journal on Applied Mathematics · 2016 · 31 citations
Computing, Computational Engineering, Computational Fluid Dynamics +16
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation
Xu Chen, Wenfei Wang, Deng Ding et al. · Computers & Mathematics with Applications · 2017 · 19 citations
An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models
Xu Chen, Deng Ding, Siu‐Long Lei et al. · Numerical Algorithms · 2020 · 13 citations
Business, Economics, Finance +14
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