Pages that link to "Item:Q2035502"

The following pages link to An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502):

Displaying 2 items.

• Fast solution method and simulation for the 2D time-space fractional Black-Scholes equation governing European two-asset option pricing (Q2098796) (← links)
• A second-order ADI method for pricing options under fractional regime-switching models (Q6196447) (← links)