A preconditioned iterative method for coupled fractional partial differential equation in European option pricing (Q6611517)
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scientific article; zbMATH DE number 7919420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A preconditioned iterative method for coupled fractional partial differential equation in European option pricing |
scientific article; zbMATH DE number 7919420 |
Statements
A preconditioned iterative method for coupled fractional partial differential equation in European option pricing (English)
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26 September 2024
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fully implicit finite difference method
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preconditioner
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regime-switching European option pricing
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tempered fractional partial differential equation
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