Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (Q1703050)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fast Laplace transform methods for free-boundary problems of fractional diffusion equations |
scientific article |
Statements
Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (English)
0 references
1 March 2018
0 references
American option pricing
0 references
free-boundary problems
0 references
fractional diffusion equations
0 references
Laplace transform methods
0 references
hyperbola contour integral
0 references
Toeplitz matrix
0 references