An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502)

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An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models
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    An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (English)
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    24 June 2021
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    implicit-explicit finite difference method
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    direct method
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    precondition
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    multi-state European options pricing
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    tempered fractional partial differential equation
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