Pages that link to "Item:Q3462521"
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The following pages link to Preconditioned iterative methods for fractional diffusion models in finance (Q3462521):
Displaying 14 items.
- On the solution of a generalized Higgs boson equation in the de Sitter space-time through an efficient and Hamiltonian scheme (Q782017) (← links)
- A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models (Q1651337) (← links)
- A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models (Q2004502) (← links)
- Finite element method for drifted space fractional tempered diffusion equation (Q2008048) (← links)
- An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
- Design and analysis of a dissipative scheme to solve a generalized multi-dimensional Higgs boson equation in the de Sitter space-time (Q2059572) (← links)
- Numerical simulations of multilingual competition dynamics with nonlocal derivative (Q2201406) (← links)
- A parallelized computational model for multidimensional systems of coupled nonlinear fractional hyperbolic equations (Q2222806) (← links)
- Fourier spectral exponential time differencing methods for multi-dimensional space-fractional reaction-diffusion equations (Q2315837) (← links)
- A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation (Q2403726) (← links)
- An exploration of a balanced up-downwind scheme for solving Heston volatility model equations on variable grids (Q2632499) (← links)
- Circulant preconditioning technique for barrier options pricing under fractional diffusion models (Q2804507) (← links)
- An easy-to-implement parallel algorithm to simulate complex instabilities in three-dimensional (fractional) hyperbolic systems (Q6044777) (← links)
- A novel banded preconditioner for coupled tempered fractional diffusion equation generated from the regime-switching CGMY model (Q6653272) (← links)
