Wen-Ting Chen

Publication Activity (10 Years)

Years Active: 2005-2019
Publications (10 Years): 4

Top Topics

Top Venues

Comput. Math. Appl.

Appl. Math. Lett.

Asymptot. Anal.

Publications

Jung-Ping Liu, Hsuan-Hsuan Wen, Wen-Ting Chen
Optical Scanning Hologray: From Tilt Holography to Curve Holography. ISIE (2019)
Wen-Ting Chen, Xiang Xu, Song-Ping Zhu
Analytically pricing double barrier options based on a time-fractional Black-Scholes equation. Comput. Math. Appl. 69 (12) (2015)
Wen-Ting Chen, Liangbin Xu, Song-Ping Zhu
Stock loan valuation under a stochastic interest rate model. Comput. Math. Appl. 70 (8) (2015)
Song-Ping Zhu, Nhat-Tan Le, Wen-Ting Chen, Xiaoping Lu
Pricing Parisian down-and-in options. Appl. Math. Lett. 43 (2015)
Wen-Ting Chen, Song-Ping Zhu
Pricing perpetual American puts under multi-scale stochastic volatility. Asymptot. Anal. 80 (1-2) (2012)
Song-Ping Zhu, Wen-Ting Chen
Pricing perpetual American options under a stochastic-volatility model with fast mean reversion. Appl. Math. Lett. 24 (10) (2011)
Song-Ping Zhu, Wen-Ting Chen
A predictor-corrector scheme based on the ADI method for pricing American puts with stochastic volatility. Comput. Math. Appl. 62 (1) (2011)
Song-Ping Zhu, Wen-Ting Chen
A spectral-collocation method for pricing perpetual American puts with stochastic volatility. Appl. Math. Comput. 217 (22) (2011)
Song-Ping Zhu, Wen-Ting Chen
A new analytical approximation for European puts with stochastic volatility. Appl. Math. Lett. 23 (6) (2010)
Wen-Ting Chen, Jung-Chuan Yen, Man-Kwan Shan
Integration of Transfer of Learning to the Adaptive Learning Environment. ICALT (2005)