Pages that link to "Item:Q1703050"

The following pages link to Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (Q1703050):

Displaying 10 items.

• Numerical contour integral methods for free-boundary partial differential equations arising in American volatility options pricing (Q1726996) (← links)
• Laplace transform method for pricing American CEV strangles option with two free boundaries (Q1727172) (← links)
• 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)
• Fast Laplace transform methods for the PDE system of Parisian and Parasian option pricing (Q2143475) (← links)
• Numerical methods for a partial differential equation with spatial delay arising in option pricing under hard-to-borrow model (Q2202986) (← links)
• Asynchronous time-parallel method based on Laplace transform (Q5031239) (← links)
• An implicit scheme for American put options (Q6057151) (← links)
• Fareeha transform: A new generalized Laplace transform (Q6143599) (← links)
• The contour integral method for Feynman-Kac equation with two internal states (Q6143632) (← links)