Pages that link to "Item:Q5417790"
From MaRDI portal
The following pages link to Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models (Q5417790):
Displaying 10 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)
- European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342) (← links)
- Exponential Runge-Kutta method for two-dimensional nonlinear fractional complex Ginzburg-Landau equations (Q2189664) (← links)
- RBF-FD solution for a financial partial-integro differential equation utilizing the generalized multiquadric function (Q2226775) (← links)
- Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models (Q2319611) (← links)
- A dimensional splitting exponential time differencing scheme for multidimensional fractional Allen-Cahn equations (Q2660695) (← links)
- Preconditioned fourth-order exponential integrator for two-dimensional nonlinear fractional Ginzburg-Landau equation (Q6062203) (← 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)
