Pages that link to "Item:Q2403726"
From MaRDI portal
The following pages link to A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation (Q2403726):
Displayed 11 items.
- IRK-WSGD methods for space fractional diffusion equations (Q1995952) (← links)
- A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models (Q2004502) (← links)
- Stability and convergence of finite difference method for two-sided space-fractional diffusion equations (Q2019573) (← links)
- Stability and convergence of 3-point WSGD schemes for two-sided space fractional advection-diffusion equations with variable coefficients (Q2034442) (← links)
- HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation (Q2034924) (← links)
- An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
- A class of unconditioned stable 4-point WSGD schemes and fast iteration methods for space fractional diffusion equations (Q2149152) (← links)
- Fast solvers for finite difference scheme of two-dimensional time-space fractional differential equations (Q2181639) (← links)
- Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization (Q2203922) (← links)
- A simplified stochastic optimization model for logistic dynamics with control-dependent carrying capacity (Q3300982) (← links)
- Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps (Q6145282) (← links)