Pages that link to "Item:Q2004502"
From MaRDI portal
The following pages link to A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models (Q2004502):
Displaying 4 items.
- Nonuniform finite difference scheme for the three-dimensional time-fractional Black-Scholes equation (Q2064455) (← links)
- Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing (Q2098796) (← links)
- Tensorized low-rank circulant preconditioners for multilevel Toeplitz linear systems from high-dimensional fractional Riesz equations (Q2667987) (← links)
- Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps (Q6145282) (← links)
