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A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models Journal article
Chen,Xu, Ding,Deng, Lei,Siu Long, Wang,Wenfei. A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models[J]. Computers and Mathematics with Applications, 2020, 79(2), 440-456.
Authors:  Chen,Xu;  Ding,Deng;  Lei,Siu Long;  Wang,Wenfei
Favorite | TC[WOS]:4 TC[Scopus]:4  IF:2.9/2.6 | Submit date：2021/03/09
Finite Difference Method  Finite Moment Log Stable Model  Preconditioner  Rainbow Options Pricing  Two-dimensional Fractional Partial Differential Equation  
An efficient pricing method for rainbow options based on two-dimensional modified sine-sine series expansions Journal article
Qing-Jiang Meng, Deng Ding. An efficient pricing method for rainbow options based on two-dimensional modified sine-sine series expansions[J]. INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2013, 90(5), 1096-1113.
Authors:  Qing-Jiang Meng;  Deng Ding
Favorite | TC[WOS]:10 TC[Scopus]:11  IF:1.7/1.5 | Submit date：2019/05/22
Two-dimensional Fourier Expansions  Modified Sine-sine Expansions  Rainbow Options  Correlation Options  Gbm Model  Sv Model