Concepedia
Statistics
Publications
13
Citations
319
H-Index
12
Active since
2000
Affiliations
Tongji University(Current)
Shanghai Normal University
Shanghai University of Finance and Economics
Chenglong Xu is an author at Tongji University specializing in finance, financial economics, and option pricing.
Publications per year
2000–2023
Spectral and Pseudospectral Approximations Using Hermite Functions: Application to the Dirac Equation
Ben‐yu Guo, Jie Shen, Chenglong Xu · Advances in Computational Mathematics · 2003 · 82 citations
Natural Sciences, Physics, Computational Physics +12
Hermite pseudospectral method for nonlinear partial differential equations
Ben‐yu Guo, Chenglong Xu · ESAIM Mathematical Modelling and Numerical Analysis · 2000 · 58 citations · Full text
Natural Sciences, Physics, Differential Equations +13
Mixed Laguerre-Legendre pseudospectral method for incompressible fluid flow in an infinite strip
Ben‐yu Guo, Chenglong Xu · Mathematics of Computation · 2003 · 31 citations · Full text
Computing, Computational Engineering, Computational Fluid Dynamics +9
Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model
Xiaosong Qian, Chenglong Xu, Lishang Jiang et al. · SIAM Journal on Numerical Analysis · 2005 · 20 citations
Engineering, Finance, Mathematics +16
An efficient control variate method for pricing variance derivatives
Junmei Ma, Chenglong Xu · Journal of Computational and Applied Mathematics · 2010 · 18 citations
Business, Economics, Finance +10
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