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Author ID: le.anbo Recent zbMATH articles by "Le, Anbo"
Published as: Le, Anbo
Documents Indexed: 35 Publications since 1989
Co-Authors: 10 Co-Authors with 29 Joint Publications
750 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

26 Publications have been cited 185 times in 148 Documents Cited by Year
A robust and accurate finite difference method for a generalized Black-Scholes equation. Zbl 1214.91130
Cen, Zhongdi; Le, Anbo
37
2011
Numerical approximation of a time-fractional Black-Scholes equation. Zbl 1415.65187
Cen, Zhongdi; Huang, Jian; Xu, Aimin; Le, Anbo
16
2018
Asymptotic formula on average path length of fractal networks modeled on Sierpinski gasket. Zbl 1326.28010
Gao, Fei; Le, Anbo; Xi, Lifeng; Yin, Shuhua
15
2016
A second-order hybrid finite difference scheme for a system of singularly perturbed initial value problems. Zbl 1197.65095
Cen, Zhongdi; Xu, Aimin; Le, Anbo
14
2010
A robust finite difference scheme for pricing American put options with singularity-separating method. Zbl 1192.91190
Cen, Zhongdi; Le, Anbo
10
2010
A small-world and scale-free network generated by Sierpinski pentagon. Zbl 1400.05220
Chen, Jin; Le, Anbo; Wang, Qin; Xi, Lifeng
10
2016
A posteriori error analysis for a fractional differential equation. Zbl 1421.65019
Cen, Zhongdi; Le, Anbo; Xu, Aimin
10
2017
Finite difference scheme with a moving mesh for pricing Asian options. Zbl 1288.91190
Cen, Zhongdi; Le, Anbo; Xu, Aimin
10
2013
Complex networks modeled on the Sierpinski gasket. Zbl 1400.05225
Le, Anbo; Gao, Fei; Xi, Lifeng; Yin, Shuhua
9
2015
A small-world and scale-free network generated by Sierpinski tetrahedron. Zbl 1342.28012
Chen, Jin; Gao, Fei; Le, Anbo; Xi, Lifeng; Yin, Shuhua
7
2016
Scale-free and small-world properties of VAF fractal networks. Zbl 1354.28006
Li, Hao; Huang, Jian; Le, Anbo; Wang, Qin; Xi, Lifeng
6
2016
Parameter-uniform hybrid difference scheme for solutions and derivatives in singularly perturbed initial value problems. Zbl 1372.65202
Cen, Zhongdi; Le, Anbo; Xu, Aimin
6
2017
A hybrid finite difference scheme for pricing Asian options. Zbl 1338.91150
Cen, Zhongdi; Xu, Aimin; Le, Anbo
5
2015
A modified integral discretization scheme for a two-point boundary value problem with a Caputo fractional derivative. Zbl 1425.65074
Cen, Zhongdi; Huang, Jian; Xu, Aimin; Le, Anbo
4
2020
Exponential time integration and second-order difference scheme for a generalized Black-Scholes equation. Zbl 1235.91171
Cen, Zhongdi; Le, Anbo; Xu, Aimin
4
2012
A second-order difference scheme for the penalized Black-Scholes equation governing American put option pricing. Zbl 1254.91744
Cen, Zhongdi; Le, Anbo; Xu, Aimin
4
2012
A finite difference scheme for pricing American put options under Kou’s jump-diffusion model. Zbl 1264.91138
Huang, Jian; Cen, Zhongdi; Le, Anbo
3
2013
A second-order scheme for a time-fractional diffusion equation. Zbl 1414.65006
Cen, Zhongdi; Huang, Jian; Le, Anbo; Xu, Aimin
3
2019
Cartan connections for CR manifolds. Zbl 1145.32018
Le, Anbo
2
2007
An alternating-direction implicit difference scheme for pricing Asian options. Zbl 1272.91124
Cen, Zhongdi; Le, Anbo; Xu, Aimin
2
2013
A robust numerical method for a fractional differential equation. Zbl 1426.65088
Cen, Zhongdi; Le, Anbo; Xu, Aimin
2
2017
A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility. Zbl 1255.91432
Le, Anbo; Cen, Zhongdi; Xu, Aimin
2
2012
On the dimension of spaces of pp functions with boundary conditions. Zbl 0699.41013
Le, Anbo
1
1989
CR circle bundles and Mizohata structures. Zbl 0912.32013
Le, Anbo
1
1998
A robust spline collocation method for pricing American put options. Zbl 1453.91107
Cen, Zhongdi; Le, Anbo; Xu, Aimin
1
2019
A high-order finite difference scheme for a singularly perturbed reaction-diffusion problem with an interior layer. Zbl 1422.65130
Cen, Zhongdi; Le, Anbo; Xu, Aimin
1
2017
A modified integral discretization scheme for a two-point boundary value problem with a Caputo fractional derivative. Zbl 1425.65074
Cen, Zhongdi; Huang, Jian; Xu, Aimin; Le, Anbo
4
2020
A second-order scheme for a time-fractional diffusion equation. Zbl 1414.65006
Cen, Zhongdi; Huang, Jian; Le, Anbo; Xu, Aimin
3
2019
A robust spline collocation method for pricing American put options. Zbl 1453.91107
Cen, Zhongdi; Le, Anbo; Xu, Aimin
1
2019
Numerical approximation of a time-fractional Black-Scholes equation. Zbl 1415.65187
Cen, Zhongdi; Huang, Jian; Xu, Aimin; Le, Anbo
16
2018
A posteriori error analysis for a fractional differential equation. Zbl 1421.65019
Cen, Zhongdi; Le, Anbo; Xu, Aimin
10
2017
Parameter-uniform hybrid difference scheme for solutions and derivatives in singularly perturbed initial value problems. Zbl 1372.65202
Cen, Zhongdi; Le, Anbo; Xu, Aimin
6
2017
A robust numerical method for a fractional differential equation. Zbl 1426.65088
Cen, Zhongdi; Le, Anbo; Xu, Aimin
2
2017
A high-order finite difference scheme for a singularly perturbed reaction-diffusion problem with an interior layer. Zbl 1422.65130
Cen, Zhongdi; Le, Anbo; Xu, Aimin
1
2017
Asymptotic formula on average path length of fractal networks modeled on Sierpinski gasket. Zbl 1326.28010
Gao, Fei; Le, Anbo; Xi, Lifeng; Yin, Shuhua
15
2016
A small-world and scale-free network generated by Sierpinski pentagon. Zbl 1400.05220
Chen, Jin; Le, Anbo; Wang, Qin; Xi, Lifeng
10
2016
A small-world and scale-free network generated by Sierpinski tetrahedron. Zbl 1342.28012
Chen, Jin; Gao, Fei; Le, Anbo; Xi, Lifeng; Yin, Shuhua
7
2016
Scale-free and small-world properties of VAF fractal networks. Zbl 1354.28006
Li, Hao; Huang, Jian; Le, Anbo; Wang, Qin; Xi, Lifeng
6
2016
Complex networks modeled on the Sierpinski gasket. Zbl 1400.05225
Le, Anbo; Gao, Fei; Xi, Lifeng; Yin, Shuhua
9
2015
A hybrid finite difference scheme for pricing Asian options. Zbl 1338.91150
Cen, Zhongdi; Xu, Aimin; Le, Anbo
5
2015
Finite difference scheme with a moving mesh for pricing Asian options. Zbl 1288.91190
Cen, Zhongdi; Le, Anbo; Xu, Aimin
10
2013
A finite difference scheme for pricing American put options under Kou’s jump-diffusion model. Zbl 1264.91138
Huang, Jian; Cen, Zhongdi; Le, Anbo
3
2013
An alternating-direction implicit difference scheme for pricing Asian options. Zbl 1272.91124
Cen, Zhongdi; Le, Anbo; Xu, Aimin
2
2013
Exponential time integration and second-order difference scheme for a generalized Black-Scholes equation. Zbl 1235.91171
Cen, Zhongdi; Le, Anbo; Xu, Aimin
4
2012
A second-order difference scheme for the penalized Black-Scholes equation governing American put option pricing. Zbl 1254.91744
Cen, Zhongdi; Le, Anbo; Xu, Aimin
4
2012
A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility. Zbl 1255.91432
Le, Anbo; Cen, Zhongdi; Xu, Aimin
2
2012
A robust and accurate finite difference method for a generalized Black-Scholes equation. Zbl 1214.91130
Cen, Zhongdi; Le, Anbo
37
2011
A second-order hybrid finite difference scheme for a system of singularly perturbed initial value problems. Zbl 1197.65095
Cen, Zhongdi; Xu, Aimin; Le, Anbo
14
2010
A robust finite difference scheme for pricing American put options with singularity-separating method. Zbl 1192.91190
Cen, Zhongdi; Le, Anbo
10
2010
Cartan connections for CR manifolds. Zbl 1145.32018
Le, Anbo
2
2007
CR circle bundles and Mizohata structures. Zbl 0912.32013
Le, Anbo
1
1998
On the dimension of spaces of pp functions with boundary conditions. Zbl 0699.41013
Le, Anbo
1
1989
all top 5

Cited by 264 Authors

12 Cen, Zhongdi
11 Le, Anbo
9 Xi, Lifeng
9 Xu, Aimin
9 Xue, Yumei
7 Roul, Pradip
5 Chen, Yanping
5 Kim, Junseok
4 Huang, Jian
4 Kumar, Alpesh
4 Kumar, Sunil
4 Mao, Wenting
4 Niu, Min
4 Prasad Goura, V. M. K.
4 Wang, Huasheng
4 Wang, Qin
3 Bhardwaj, Akanksha
3 Choi, Yongho
3 Fan, Jiaqi
3 Jeong, Darae
3 Liu, Li-Bin
3 Rao, S. Chandra Sekhara
3 Sun, Bingbin
3 Valkov, Radoslav L.
3 Yao, Jialing
3 Ye, Qianqian
3 Zeng, Cheng
3 Zhang, Qian
2 Amiraliyev, Gabil M.
2 Çakır, Musa
2 Chawla, Sheetal
2 Chen, Jin
2 Chen, Wenting
2 Chernogorova, Tatiana P.
2 Das, Pratibhamoy
2 Debela, Habtamu Garoma
2 Deng, Juan
2 Han, Hyunsoo
2 Hendy, Ahmed S.
2 Heo, Youngjin
2 Huang, Yuke
2 Jang, Hanbyeol
2 Kim, Sangkwon
2 Kumar, Mukesh
2 Mehra, Mani
2 Mohammadi, Reza
2 Ndiaye, Seydou Nourou
2 Patel, Kuldip Singh
2 Sene, Ndolane
2 Tangman, Désiré Yannick
2 Tian, Li
2 Tian, Zhaowei
2 Wang, Daohua
2 Weng, Zhifeng
2 Zaky, Mahmoud A.
2 Zhai, Shuying
2 Zhou, Meng
2 Zhu, Jiali
1 Abbaszadeh, Mostafa
1 Akrami, Mohammad Hossein
1 Alghalith, Moawia
1 Almushaira, Mustafa
1 Alotaibi, Abdullah M.
1 An, Xingyu
1 Anh, Vo V.
1 Ansari, Alireza
1 Aschariyaphotha, Nitima
1 Ashraf, Rehana
1 Atanackovic, Teodor M.
1 Awasthi, Ashish
1 Azari, Hossein
1 Băleanu, Dumitru I.
1 Barfeie, Mahdiar
1 Cakir, Firat
1 Cakir, Hayriye Guckir
1 Chen, Chen
1 Chen, Chuanjun
1 Chen, Dirong
1 Chen, Xiangzhong
1 Cheng, Aijie
1 Cheng, Kun
1 Cuesta, Eduardo
1 Dai, Meifeng
1 Darani, Mohammadreza Ahmadi
1 Delpasand, Razieh
1 Deressa, A.
1 Deswal, Komal
1 Dilloo, Mehzabeen Jumanah
1 Duressa, Gemechis File
1 Ebaid, Abdelhalim
1 Edeki, Sunday Onos
1 El-Zahar, Essam Roshdy
1 Elbeleze, Asma Ali
1 Erdogan, Fevzi
1 Erjaee, Gholam Hussian
1 Eshaghi, Shiva
1 Fall, Aliou Niang
1 Fardi, Mojtaba
1 Feng, Yuting
1 Gao, Chao
...and 164 more Authors
all top 5

Cited in 51 Serials

17 Fractals
16 Physica A
11 Journal of Computational and Applied Mathematics
8 Applied Mathematics and Computation
7 Computers & Mathematics with Applications
7 Numerical Algorithms
6 Journal of Applied Mathematics and Computing
5 Applied Numerical Mathematics
5 Discrete Dynamics in Nature and Society
4 International Journal of Computer Mathematics
3 Chaos, Solitons and Fractals
3 Computational and Applied Mathematics
3 Mathematical Problems in Engineering
3 Advances in Difference Equations
3 Journal of the Korean Society for Industrial and Applied Mathematics
3 International Journal of Applied and Computational Mathematics
2 Journal of Difference Equations and Applications
2 Journal of Applied Mathematics
2 Journal of Function Spaces and Applications
2 Advances in Applied Mathematics and Mechanics
2 Journal of Function Spaces
2 Computational Methods for Differential Equations
1 Applicable Analysis
1 Journal of Mathematical Analysis and Applications
1 Journal of Differential Equations
1 Mathematics and Computers in Simulation
1 Numerical Functional Analysis and Optimization
1 Proceedings of the American Mathematical Society
1 Publications de l’Institut Mathématique. Nouvelle Série
1 Mathematical and Computer Modelling
1 The Ramanujan Journal
1 Abstract and Applied Analysis
1 Fractional Calculus & Applied Analysis
1 Communications de la Faculté des Sciences de l’Université d’Ankara. Séries A1. Mathematics and Statistics
1 Communications in Nonlinear Science and Numerical Simulation
1 The ANZIAM Journal
1 Mathematical Modelling and Analysis
1 Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms
1 Central European Journal of Mathematics
1 Mediterranean Journal of Mathematics
1 Mathematical Modelling of Natural Phenomena
1 East Asian Mathematical Journal
1 Advances in Mathematical Physics
1 Journal of Applied Analysis and Computation
1 East Asian Journal on Applied Mathematics
1 Mathematics
1 Iranian Journal of Numerical Analysis and Optimization
1 Cogent Mathematics
1 AIMS Mathematics
1 SMAI Journal of Computational Mathematics
1 Results in Applied Mathematics

Citations by Year