Pages that link to "Item:Q1651337"
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The following pages link to A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models (Q1651337):
Displaying 12 items.
- 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)
- A preconditioning technique for an all-at-once system from Volterra subdiffusion equations with graded time steps (Q2037331) (← links)
- An efficient numerical method for the valuation of American multi-asset options (Q2204166) (← links)
- A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation (Q2403726) (← links)
- Circulant preconditioning technique for barrier options pricing under fractional diffusion models (Q2804507) (← links)
- Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps (Q6145282) (← links)
- PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) (← links)
- A second-order ADI method for pricing options under fractional regime-switching models (Q6196447) (← links)
- The sine and cosine diffusive representations for the Caputo fractional derivative (Q6593415) (← links)
- A preconditioned iterative method for coupled fractional partial differential equation in European option pricing (Q6611517) (← links)
- A novel banded preconditioner for coupled tempered fractional diffusion equation generated from the regime-switching CGMY model (Q6653272) (← links)
