A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models (Q2004502)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models |
scientific article; zbMATH DE number 7256587
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models |
scientific article; zbMATH DE number 7256587 |
Statements
A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models (English)
0 references
7 October 2020
0 references
two-dimensional fractional partial differential equation
0 references
rainbow options pricing
0 references
finite difference method
0 references
finite moment log stable model
0 references
preconditioner
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
