A novel banded preconditioner for coupled tempered fractional diffusion equation generated from the regime-switching CGMY model (Q6653272)
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scientific article; zbMATH DE number 7958578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A novel banded preconditioner for coupled tempered fractional diffusion equation generated from the regime-switching CGMY model |
scientific article; zbMATH DE number 7958578 |
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A novel banded preconditioner for coupled tempered fractional diffusion equation generated from the regime-switching CGMY model (English)
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16 December 2024
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banded preconditioner
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tempered fractional partial differential equation
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European options pricing
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regime-switching
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CGMY model
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