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):
Displaying 11 items.
- Fast numerical solution for fractional diffusion equations by exponential quadrature rule (Q729235) (← links)
- Numerical solution for multi-dimensional Riesz fractional nonlinear reaction-diffusion equation by exponential Runge-Kutta method (Q2053292) (← links)
- Second-order maximum principle preserving Strang's splitting schemes for anisotropic fractional Allen-Cahn equations (Q2138405) (← links)
- The exponential of quasi block-Toeplitz matrices (Q2157868) (← links)
- Exponential Runge-Kutta method for two-dimensional nonlinear fractional complex Ginzburg-Landau equations (Q2189664) (← links)
- Optimal preconditioners for functions of matrices (Q2250769) (← links)
- A dimensional splitting exponential time differencing scheme for multidimensional fractional Allen-Cahn equations (Q2660695) (← 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)
- Numerical study of a fast two-level Strang splitting method for spatial fractional Allen-Cahn equations (Q6101659) (← links)
- A Fast Two-Level Strang Splitting Method for Multi-Dimensional Spatial Fractional Allen-Cahn Equations with Discrete Maximum Principle (Q6110107) (← links)
