Pages that link to "Item:Q1651337"
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The following pages link to A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models (Q1651337):
Displayed 5 items.
- A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models (Q2004502) (← links)
- An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
- A preconditioning technique for an all-at-once system from Volterra subdiffusion equations with graded time steps (Q2037331) (← links)
- An efficient numerical method for the valuation of American multi-asset options (Q2204166) (← links)
- A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation (Q2403726) (← links)