Pages that link to "Item:Q4909730"
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The following pages link to Fast exponential time integration scheme for option pricing with jumps (Q4909730):
Displayed 4 items.
- Fast numerical solution for fractional diffusion equations by exponential quadrature rule (Q729235) (← links)
- Optimal preconditioners for functions of matrices (Q2250769) (← links)
- Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models (Q5417790) (← links)
- Rational Krylov methods in exponential integrators for European option pricing (Q5502425) (← links)