Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (Q1703050)

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Fast Laplace transform methods for free-boundary problems of fractional diffusion equations
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    Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (English)
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    1 March 2018
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    American option pricing
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    free-boundary problems
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    fractional diffusion equations
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    Laplace transform methods
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    hyperbola contour integral
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    Toeplitz matrix
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