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Anbo Le · Study

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Anbo Le

2 works· latest 2011· 1 institutionscluster: provisionalORCID 0000-0003-0366-2408

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i102

Citations122

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Most cited in this library

A robust and accurate finite difference method for a generalized Black–Scholes equation2011 · 100 citations
A robust finite difference scheme for pricing American put options with Singularity-Separating method2009 · 22 citations

Works

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A robust and accurate finite difference method for a generalized Black–Scholes equation

Journal of Computational and Applied Mathematics·2011·2 authors·Open access

100citations

A robust finite difference scheme for pricing American put options with Singularity-Separating method

Numerical Algorithms·2009·2 authors

22citations