Circulant preconditioning technique for barrier options pricing under fractional diffusion models (Q2804507): Difference between revisions

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-Wen-Fei Wang
@@ Property / author: Wen-Fei Wang / rank @@
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+Wen-Fei Wang
@@ Property / author: Wen-Fei Wang / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/00207160.2015.1077948
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+W1865708560
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