Pages that link to "Item:Q4985239"

The following pages link to Convergence of Iterative Laplace Transform Methods for a System of Fractional PDEs and PIDEs Arising in Option Pricing (Q4985239):

Displaying 8 items.

• Convergence analysis of iterative Laplace transform methods for the coupled PDEs from regime-switching option pricing (Q1651338) (← links)
• Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (Q1703050) (← links)
• An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
• Numerical method for a system of PIDEs arising in American contingent claims under FMLS model with jump diffusion and regime-switching process (Q2046979) (← links)
• Fast Laplace transform methods for the PDE system of Parisian and Parasian option pricing (Q2143475) (← links)
• Asynchronous time-parallel method based on Laplace transform (Q5031239) (← links)
• Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps (Q6145282) (← links)
• A preconditioned iterative method for coupled fractional partial differential equation in European option pricing (Q6611517) (← links)