An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502)
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scientific article; zbMATH DE number 7363161
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models |
scientific article; zbMATH DE number 7363161 |
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An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (English)
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24 June 2021
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implicit-explicit finite difference method
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direct method
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precondition
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multi-state European options pricing
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tempered fractional partial differential equation
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