【期刊论文】CONVERGENCE OF THE BINOMIAL TREE METHOD FOR AMERICAN OPTIONS IN A JUMP-DIFFUSION MODEL*

徐承龙， XIAO-SONG QIAN†， CHENG-LONG XU‡， LI-SHANG JIANG‡， AND BAO-JUN BIAN‡

【期刊论文】MIXED LAGUERRE-LEGENDRE PSEUDOSPECTRAL METHOD FOR INCOMPRESSIBLE FLUID FLOW IN AN INFINITE STRIP

徐承龙， BEN-YU GUO AND CHENG-LONG XU

【期刊论文】INTEGRAL PRICE FORMULAS FOR LOOKBACK OPTIONS

徐承龙， CHENGLONG XU AND YUE KUEN KWOK

【期刊论文】Mixed Laguerre-Legendre spectral method for incompressible flow in an infinite strip

徐承龙， Xu Cheng-long a and Guo Ben-yu b， *

【期刊论文】Spectral and pseudospectral approximations using Hermite functions: application to the Dirac equation

徐承龙， Ben-yu Guo a， *， Jie Shenb， c， ** and Cheng-long Xu d

【期刊论文】On Two-dimensional Unsteady Incompressible Fluid Flow in an In5nite Strip

徐承龙， Guo Ben-yu， * and Xu Cheng-long

【期刊论文】Numerical analysis on binomial tree methods for a jump-diiffusion model☆

徐承龙， Cheng-long Xu*， Xiao-song Qian， Li-shang Jiang

【期刊论文】Hermite Pseudospectral Method For Nonlinear Partial Differential Equations

徐承龙， Guo Ben-yu， Xu Chenglong