Anbo Le
According to our database1,
Anbo Le
authored at least 18 papers
between 2010 and 2021.
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Collaborative distances:
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Book In proceedings Article PhD thesis Dataset OtherLinks
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Bibliography
2021
An efficient numerical method for pricing a Russian option with a finite time horizon.
Int. J. Comput. Math., 2021
2020
A modified integral discretization scheme for a two-point boundary value problem with a Caputo fractional derivative.
J. Comput. Appl. Math., 2020
A uniformly convergent hybrid difference scheme for a system of singularly perturbed initial value problems.
Int. J. Comput. Math., 2020
2019
Appl. Math. Lett., 2019
2018
A high-order finite difference scheme for a singularly perturbed fourth-order ordinary differential equation.
Int. J. Comput. Math., 2018
Comput. Math. Appl., 2018
2017
Parameter-uniform hybrid difference scheme for solutions and derivatives in singularly perturbed initial value problems.
J. Comput. Appl. Math., 2017
Int. J. Comput. Math., 2017
Appl. Math. Comput., 2017
2016
Numer. Algorithms, 2016
2015
Appl. Math. Comput., 2015
2013
J. Appl. Math., 2013
Appl. Math. Comput., 2013
2012
Exponential Time Integration and Second-Order Difference Scheme for a Generalized Black-Scholes Equation.
J. Appl. Math., 2012
A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility.
Int. J. Comput. Math., 2012
2011
A robust and accurate finite difference method for a generalized Black-Scholes equation.
J. Comput. Appl. Math., 2011
2010
A robust finite difference scheme for pricing American put options with Singularity-Separating method.
Numer. Algorithms, 2010
A second-order hybrid finite difference scheme for a system of singularly perturbed initial value problems.
J. Comput. Appl. Math., 2010