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Author

Anbo Le

Observed names: ANBO LE, Le, Anbo
Observed institution: Zhejiang Wanli University
ORCID: 0000-0003-0366-2408
Observed ORCID: 0000-0003-0366-2408
OpenAlex ID: A5037356512
A robust and accurate finite difference method for a generalized Black–Scholes equation
2011 · Zhongdi Cen, Anbo Le · Journal of Computational and Applied Mathematics · 101
Numerical approximation of a time-fractional Black–Scholes equation
2018 · Zhongdi Cen, Jian Huang, et al. · Computers & Mathematics with Applications · 71
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Complex networks modeled on the Sierpinski gasket
2015 · Anbo Le, Fei Gao, et al. · Physica A Statistical Mechanics and its Applications · 34
A second-order hybrid finite difference scheme for a system of singularly perturbed initial value problems
2010 · Zhongdi Cen, Aimin Xu, et al. · Journal of Computational and Applied Mathematics · 31
A small-world and scale-free network generated by Sierpinski Pentagon
2015 · Jin Chen, Anbo Le, et al. · Physica A Statistical Mechanics and its Applications · 29
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Asymptotic formula on average path length of fractal networks modeled on Sierpinski gasket
2015 · Fei Gao, Anbo Le, et al. · Journal of Mathematical Analysis and Applications · 26
A robust finite difference scheme for pricing American put options with Singularity-Separating method
2009 · Zhongdi Cen, Anbo Le · Numerical Algorithms · 23
A posteriori error analysis for a fractional differential equation
2016 · Zhongdi Cen, Anbo Le, et al. · International Journal of Computer Mathematics · 18
A Small-world and Scale-free Network Generated by Sierpinski Tetrahedron
2016 · JIN CHEN, FEI GAO, et al. · Fractals · 17
Finite difference scheme with a moving mesh for pricing Asian options
2013 · Zhongdi Cen, Anbo Le, et al. · Applied Mathematics and Computation · 16
A modified integral discretization scheme for a two-point boundary value problem with a Caputo fractional derivative
2019 · Zhongdi Cen, Jian Huang, et al. · Journal of Computational and Applied Mathematics · 12
Parameter-uniform hybrid difference scheme for solutions and derivatives in singularly perturbed initial value problems
2017 · Zhongdi Cen, Anbo Le, et al. · Journal of Computational and Applied Mathematics · 10
A hybrid finite difference scheme for pricing Asian options
2014 · Zhongdi Cen, Aimin Xu, et al. · Applied Mathematics and Computation · 10
Exponential Time Integration and Second‐Order Difference Scheme for a Generalized Black‐Scholes Equation
2012 · Zhongdi Cen, Anbo Le, et al. · Journal of Applied Mathematics · 10
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Scale-free and Small-world Properties of Vaf Fractal Networks
2016 · HAO LI, JIAN HUANG, et al. · Fractals · 9
A Second-Order Difference Scheme for the Penalized Black–Scholes Equation Governing American Put Option Pricing
2011 · Zhongdi Cen, Anbo Le, et al. · Computational Economics · 9
A robust numerical method for a fractional differential equation
2017 · Zhongdi Cen, Anbo Le, et al. · Applied Mathematics and Computation · 8
A high-order finite difference scheme for a singularly perturbed reaction-diffusion problem with an interior layer
2017 · Zhongdi Cen, Anbo Le, et al. · Advances in Difference Equations · 8
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A second-order scheme for a time-fractional diffusion equation
2018 · Zhongdi Cen, Jian Huang, et al. · Applied Mathematics Letters · 6
A Finite Difference Scheme for Pricing American Put Options under Kou's Jump-Diffusion Model
2013 · Jian Huang, Zhongdi Cen, et al. · Journal of Function Spaces and Applications · 6
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An Alternating-Direction Implicit Difference Scheme for Pricing Asian Options
2013 · Zhongdi Cen, Anbo Le, et al. · Journal of Applied Mathematics · 5
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A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility
2012 · Anbo Le, Zhongdi Cen, et al. · International Journal of Computer Mathematics · 5
Pricing a resettable convertible bond based on decomposition method and PDE models
2023 · Zhongdi Cen, Jian Huang, et al. · Results in Applied Mathematics · 4
A uniformly convergent hybrid difference scheme for a system of singularly perturbed initial value problems
2019 · Zhongdi Cen, Aimin Xu, et al. · International Journal of Computer Mathematics · 4
A high-order finite difference scheme for a singularly perturbed fourth-order ordinary differential equation
2017 · Zhongdi Cen, Aimin Xu, et al. · International Journal of Computer Mathematics · 4
Works count: 35
Citation count: 488
H-index: 11
I10-index: 14
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