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Author ID: le.anbo Recent zbMATH articles by "Le, Anbo"
Published as: Le, Anbo
Documents Indexed: 37 Publications since 1989, including 1 Additional arXiv Preprint
Co-Authors: 10 Co-Authors with 31 Joint Publications
546 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

30 Publications have been cited 260 times in 211 Documents Cited by Year
A robust and accurate finite difference method for a generalized Black-Scholes equation. Zbl 1214.91130
Cen, Zhongdi; Le, Anbo
48
2011
Numerical approximation of a time-fractional Black-Scholes equation. Zbl 1415.65187
Cen, Zhongdi; Huang, Jian; Xu, Aimin; Le, Anbo
28
2018
A small-world and scale-free network generated by Sierpinski pentagon. Zbl 1400.05220
Chen, Jin; Le, Anbo; Wang, Qin; Xi, Lifeng
18
2016
Asymptotic formula on average path length of fractal networks modeled on Sierpinski gasket. Zbl 1326.28010
Gao, Fei; Le, Anbo; Xi, Lifeng; Yin, Shuhua
18
2016
Complex networks modeled on the Sierpinski gasket. Zbl 1400.05225
Le, Anbo; Gao, Fei; Xi, Lifeng; Yin, Shuhua
15
2015
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
15
2010
A robust finite difference scheme for pricing American put options with singularity-separating method. Zbl 1192.91190
Cen, Zhongdi; Le, Anbo
14
2010
A posteriori error analysis for a fractional differential equation. Zbl 1421.65019
Cen, Zhongdi; Le, Anbo; Xu, Aimin
13
2017
Finite difference scheme with a moving mesh for pricing Asian options. Zbl 1288.91190
Cen, Zhongdi; Le, Anbo; Xu, Aimin
13
2013
Parameter-uniform hybrid difference scheme for solutions and derivatives in singularly perturbed initial value problems. Zbl 1372.65202
Cen, Zhongdi; Le, Anbo; Xu, Aimin
9
2017
A small-world and scale-free network generated by Sierpinski tetrahedron. Zbl 1342.28012
Chen, Jin; Gao, Fei; Le, Anbo; Xi, Lifeng; Yin, Shuhua
8
2016
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
6
2020
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
A hybrid finite difference scheme for pricing Asian options. Zbl 1338.91150
Cen, Zhongdi; Xu, Aimin; Le, Anbo
6
2015
A finite difference scheme for pricing American put options under Kou’s jump-diffusion model. Zbl 1264.91138
Huang, Jian; Cen, Zhongdi; Le, Anbo
6
2013
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
6
2012
A second-order scheme for a time-fractional diffusion equation. Zbl 1414.65006
Cen, Zhongdi; Huang, Jian; Le, Anbo; Xu, Aimin
5
2019
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 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
3
2017
Cartan connections for CR manifolds. Zbl 1145.32018
Le, Anbo
3
2007
A high-order finite difference scheme for a singularly perturbed fourth-order ordinary differential equation. Zbl 1499.65317
Cen, Zhongdi; Xu, Aimin; Le, Anbo
3
2018
A cancellation problem in hybrid particle-in-cell schemes due to finite particle size. Zbl 07506623
Stanier, A.; Chacón, L.; Le, A.
3
2020
A robust numerical method for a fractional differential equation. Zbl 1426.65088
Cen, Zhongdi; Le, Anbo; Xu, Aimin
2
2017
An alternating-direction implicit difference scheme for pricing Asian options. Zbl 1272.91124
Cen, Zhongdi; Le, Anbo; Xu, Aimin
2
2013
On spaces of bivariate spline functions with boundary conditions. Zbl 0850.41010
Le, Anbo
2
1990
A uniformly convergent hybrid difference scheme for a system of singularly perturbed initial value problems. Zbl 1480.65185
Cen, Zhongdi; Xu, Aimin; Le, Anbo; Liu, Li-Bin
2
2020
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 spline collocation method for pricing American put options. Zbl 1453.91107
Cen, Zhongdi; Le, Anbo; Xu, Aimin
1
2019
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 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
6
2020
A cancellation problem in hybrid particle-in-cell schemes due to finite particle size. Zbl 07506623
Stanier, A.; Chacón, L.; Le, A.
3
2020
A uniformly convergent hybrid difference scheme for a system of singularly perturbed initial value problems. Zbl 1480.65185
Cen, Zhongdi; Xu, Aimin; Le, Anbo; Liu, Li-Bin
2
2020
A second-order scheme for a time-fractional diffusion equation. Zbl 1414.65006
Cen, Zhongdi; Huang, Jian; Le, Anbo; Xu, Aimin
5
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
28
2018
A high-order finite difference scheme for a singularly perturbed fourth-order ordinary differential equation. Zbl 1499.65317
Cen, Zhongdi; Xu, Aimin; Le, Anbo
3
2018
A posteriori error analysis for a fractional differential equation. Zbl 1421.65019
Cen, Zhongdi; Le, Anbo; Xu, Aimin
13
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
9
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
3
2017
A robust numerical method for a fractional differential equation. Zbl 1426.65088
Cen, Zhongdi; Le, Anbo; Xu, Aimin
2
2017
A small-world and scale-free network generated by Sierpinski pentagon. Zbl 1400.05220
Chen, Jin; Le, Anbo; Wang, Qin; Xi, Lifeng
18
2016
Asymptotic formula on average path length of fractal networks modeled on Sierpinski gasket. Zbl 1326.28010
Gao, Fei; Le, Anbo; Xi, Lifeng; Yin, Shuhua
18
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
8
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
15
2015
A hybrid finite difference scheme for pricing Asian options. Zbl 1338.91150
Cen, Zhongdi; Xu, Aimin; Le, Anbo
6
2015
Finite difference scheme with a moving mesh for pricing Asian options. Zbl 1288.91190
Cen, Zhongdi; Le, Anbo; Xu, Aimin
13
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
6
2013
An alternating-direction implicit difference scheme for pricing Asian options. Zbl 1272.91124
Cen, Zhongdi; Le, Anbo; Xu, Aimin
2
2013
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
6
2012
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 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
48
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
15
2010
A robust finite difference scheme for pricing American put options with singularity-separating method. Zbl 1192.91190
Cen, Zhongdi; Le, Anbo
14
2010
Cartan connections for CR manifolds. Zbl 1145.32018
Le, Anbo
3
2007
CR circle bundles and Mizohata structures. Zbl 0912.32013
Le, Anbo
1
1998
On spaces of bivariate spline functions with boundary conditions. Zbl 0850.41010
Le, Anbo
2
1990
On the dimension of spaces of pp functions with boundary conditions. Zbl 0699.41013
Le, Anbo
1
1989
all top 5

Cited by 382 Authors

15 Cen, Zhongdi
13 Le, Anbo
11 Xue, Yumei
10 Xi, Lifeng
10 Xu, Aimin
8 Roul, Pradip
6 Kumar, Alpesh
6 Liu, Li-Bin
6 Zeng, Cheng
5 Chen, Yanping
5 Huang, Jian
5 Kim, Junseok
5 Wang, Qin
4 Bhardwaj, Akanksha
4 Kumar, Sunil
4 Mao, Wenting
4 Niu, Min
4 Prasad Goura, V. M. K.
4 Wang, Huasheng
3 Amiraliyev, Gabil M.
3 Çakır, Musa
3 Choi, Yongho
3 Fan, Jiaqi
3 Huang, Yuke
3 Jeong, Darae
3 Kumar, Devendra
3 Natesan, Srinivasan
3 Pedas, Arvet
3 Rao, S. Chandra Sekhara
3 Sun, Bingbin
3 Valkov, Radoslav L.
3 Yao, Jialing
3 Ye, Qianqian
3 Zhang, Qian
3 Zhou, Meng
2 Cakir, Firat
2 Cakir, Hayriye Guckir
2 Chawla, Sheetal
2 Chen, Dirong
2 Chen, Jin
2 Chen, Wenting
2 Chernogorova, Tatiana P.
2 Dai, Meifeng
2 Das, Pratibhamoy
2 Debela, Habtamu Garoma
2 Deng, Juan
2 Fardi, Mojtaba
2 Gao, Chao
2 Ghaziani, Reza Khoshsiar
2 Han, Hyunsoo
2 Hendy, Ahmed S.
2 Heo, Youngjin
2 Jang, Hanbyeol
2 Kaushik, Aditya
2 Kim, Sangkwon
2 Kumar, Mukesh
2 Kumar, Vijayant
2 Lätt, Kaido
2 Li, Weihua
2 Liang, Ying
2 Liang, Zhifang
2 Long, Guangqing
2 Ma, Fei
2 Ma, Jingtang
2 Mehra, Mani
2 Mohammadi, Reza
2 Ndiaye, Seydou Nourou
2 Patel, Kuldip Singh
2 Rashid, Saima
2 Sene, Ndolane
2 Sharma, Manju
2 Singh, Satpal
2 Soleymani, Fazlollah
2 Tang, Shaoting
2 Tangman, Désiré Yannick
2 Tian, Li
2 Tian, Zhaowei
2 Wang, Daohua
2 Weng, Zhifeng
2 Yadav, Deepak Kumar
2 Yao, Bing
2 Yapman, Ömer
2 Yazdanian, Ahmadreza
2 Zaky, Mahmoud A.
2 Zhai, Shuying
2 Zhang, HanXiong
2 Zheng, Zhiming
2 Zhu, Jiali
1 Abbaszadeh, Mostafa
1 Agarwal, Praveen
1 Ahmadi Balootaki, Parisa
1 Akrami, Mohammad Hossein
1 Alghalith, Moawia
1 Almushaira, Mustafa
1 Alotaibi, Abdullah M.
1 Aminataei, Azim
1 An, Xingyu
1 Anh, Vo V.
1 Ansari, Alireza
1 Aruchunan, Elayaraja
...and 282 more Authors
all top 5

Cited in 69 Serials

22 Fractals
21 Physica A
13 Journal of Computational and Applied Mathematics
12 Computers & Mathematics with Applications
8 Applied Mathematics and Computation
8 Numerical Algorithms
7 Applied Numerical Mathematics
7 International Journal of Computer Mathematics
7 Computational and Applied Mathematics
6 Journal of Applied Mathematics and Computing
5 Discrete Dynamics in Nature and Society
5 Advances in Difference Equations
4 Mathematical Methods in the Applied Sciences
4 Mathematical Problems in Engineering
4 Mediterranean Journal of Mathematics
4 Computational Methods for Differential Equations
3 Chaos, Solitons and Fractals
3 Journal of the Korean Society for Industrial and Applied Mathematics
3 Journal of Function Spaces
3 International Journal of Applied and Computational Mathematics
2 Mathematics and Computers in Simulation
2 Journal of Difference Equations and Applications
2 Mathematical Modelling and Analysis
2 Journal of Applied Mathematics
2 Journal of Function Spaces and Applications
2 Advances in Mathematical Physics
2 Advances in Applied Mathematics and Mechanics
2 Iranian Journal of Numerical Analysis and Optimization
2 AIMS Mathematics
2 Results in Applied Mathematics
1 Applicable Analysis
1 Indian Journal of Pure & Applied Mathematics
1 Journal of Mathematical Analysis and Applications
1 Nonlinearity
1 Hokkaido Mathematical Journal
1 Journal of Differential Equations
1 Numerical Functional Analysis and Optimization
1 Proceedings of the American Mathematical Society
1 Publications de l’Institut Mathématique. Nouvelle Série
1 Numerical Methods for Partial Differential Equations
1 Mathematical and Computer Modelling
1 Journal of Scientific Computing
1 Engineering Analysis with Boundary Elements
1 Journal of Mathematical Chemistry
1 The Ramanujan Journal
1 Abstract and Applied Analysis
1 Soft Computing
1 Fractional Calculus & Applied Analysis
1 Communications de la Faculté des Sciences de l’Université d’Ankara. Séries A1. Mathematics and Statistics
1 Journal of Mathematical Study
1 Communications of the Korean Mathematical Society
1 Communications in Nonlinear Science and Numerical Simulation
1 The ANZIAM Journal
1 Journal of Nonlinear Mathematical Physics
1 Quantitative Finance
1 Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms
1 Central European Journal of Mathematics
1 Journal of Statistical Mechanics: Theory and Experiment
1 Networks and Heterogeneous Media
1 Mathematical Modelling of Natural Phenomena
1 East Asian Mathematical Journal
1 Journal of Applied Analysis and Computation
1 Mathematical Sciences
1 East Asian Journal on Applied Mathematics
1 Mathematics
1 Journal of Mathematical Modeling
1 Cogent Mathematics
1 SMAI Journal of Computational Mathematics
1 SN Partial Differential Equations and Applications

Citations by Year