Preconditioned iterative methods for fractional diffusion models in finance (Q3462521)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Preconditioned iterative methods for fractional diffusion models in finance |
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Preconditioned iterative methods for fractional diffusion models in finance (English)
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15 January 2016
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Crank-Nicolson discretization
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fast Fourier transform
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fractional partial derivatives
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Lévy process
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preconditioning method
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Toeplitz matrix
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