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Feng Chen
Publication Activity (10 Years)
Years Active: 2012-2015
Publications (10 Years): 0
Top Topics
Black Scholes Model
Computationally Intensive
Preprocessing
Algorithms And Data Structures
Top Venues
J. Comput. Phys.
J. Sci. Comput.
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Publications
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Feng Chen
A New Framework of GPU-Accelerated Spectral Solvers: Collocation and Glerkin Methods for Systems of Coupled Elliptic Equations.
J. Sci. Comput.
62 (2) (2015)
Feng Chen
,
Jie Shen
A GPU parallelized spectral method for elliptic equations in rectangular domains.
J. Comput. Phys.
250 (2013)
Feng Chen
,
Jie Shen
,
Haijun Yu
A New Spectral Element Method for Pricing European Options Under the Black-Scholes and Merton Jump Diffusion Models.
J. Sci. Comput.
52 (3) (2012)
Feng Chen
,
Jie Shen
Efficient spectral-Galerkin methods for systems of coupled second-order equations and their applications.
J. Comput. Phys.
231 (15) (2012)