Pages that link to "Item:Q1703050"
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The following pages link to Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (Q1703050):
Displaying 14 items.
- Numerical contour integral methods for free-boundary partial differential equations arising in American volatility options pricing (Q1726996) (← links)
- Laplace transform method for pricing American CEV strangles option with two free boundaries (Q1727172) (← links)
- A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models (Q2004502) (← links)
- An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
- Fast Laplace transform methods for the PDE system of Parisian and Parasian option pricing (Q2143475) (← links)
- Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model (Q2202986) (← links)
- Asynchronous time-parallel method based on Laplace transform (Q5031239) (← links)
- Fast computation of the multidimensional fractional Laplacian (Q5095340) (← links)
- An implicit scheme for American put options (Q6057151) (← links)
- Fareeha transform: A new generalized Laplace transform (Q6143599) (← links)
- The contour integral method for Feynman-Kac equation with two internal states (Q6143632) (← links)
- Generalized finite integration method with Laplace transform for European option pricing under Black-Scholes and Heston models (Q6577989) (← links)
- An efficient and provable sequential quadratic programming method for American and swing option pricing (Q6586252) (← links)
- A novel banded preconditioner for coupled tempered fractional diffusion equation generated from the regime-switching CGMY model (Q6653272) (← links)
