Pages that link to "Item:Q2035502"
From MaRDI portal
The following pages link to An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502):
Displaying 11 items.
- A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models (Q1651337) (← links)
- A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models (Q2004502) (← links)
- Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing (Q2098796) (← links)
- A regime switching fractional Black-Scholes model and European option pricing (Q2204497) (← links)
- Tempered fractional diffusion equations for pricing multi-asset options under CGMYe process (Q2293569) (← 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)
- A second-order ADI method for pricing options under fractional regime-switching models (Q6196447) (← links)
- Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations (Q6561203) (← 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)
