Pages that link to "Item:Q2804507"

The following pages link to Circulant preconditioning technique for barrier options pricing under fractional diffusion models (Q2804507):

Displaying 25 items.

• The implicit midpoint method for Riesz tempered fractional diffusion equation with a nonlinear source term (Q667961) (← links)
• Stability and convergence of the Crank-Nicolson scheme for a class of variable-coefficient tempered fractional diffusion equations (Q1628671) (← links)
• A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models (Q1651337) (← links)
• A fast numerical method for block lower triangular Toeplitz with dense Toeplitz blocks system with applications to time-space fractional diffusion equations (Q1681769) (← links)
• PCG method with Strang's circulant preconditioner for Hermitian positive definite linear system in Riesz space fractional advection-dispersion equations (Q1993444) (← links)
• Stability analysis of spline collocation methods for fractional differential equations (Q1998205) (← links)
• A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models (Q2004502) (← links)
• Fast numerical simulation of a new time-space fractional option pricing model governing European call option (Q2007514) (← links)
• An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
• A class of fourth-order Padé schemes for fractional exotic options pricing model (Q2127533) (← links)
• Fast direct solver for CN-ADI-FV scheme to two-dimensional Riesz space-fractional diffusion equations (Q2242708) (← links)
• A preconditioning technique for all-at-once system from the nonlinear tempered fractional diffusion equation (Q2307430) (← links)
• Fourier spectral exponential time differencing methods for multi-dimensional space-fractional reaction-diffusion equations (Q2315837) (← links)
• Tensor-train format solution with preconditioned iterative method for high dimensional time-dependent space-fractional diffusion equations with error analysis (Q2330680) (← links)
• On CSCS-based iteration method for tempered fractional diffusion equations (Q2396901) (← links)
• Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy (Q2398444) (← links)
• A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation (Q2403726) (← links)
• A fractional Adams-Simpson-type method for nonlinear fractional ordinary differential equations with non-smooth data (Q2684452) (← links)
• Implicit-Explicit Difference Schemes for Nonlinear Fractional Differential Equations with Nonsmooth Solutions (Q2827040) (← links)
• Pricing stock loans under the Lèvy-\(\alpha\)-stable process with jumps (Q6145282) (← links)
• Banded $M$-Matrix Splitting Preconditioner for Riesz Space Fractional Reaction-Dispersion Equation (Q6197986) (← links)
• A cubic spline interpolation based numerical method for fractional differential equations (Q6574061) (← links)
• A fast preconditioning strategy for QSC-CN scheme of space fractional diffusion equations and its spectral analysis (Q6645096) (← links)
• A novel banded preconditioner for coupled tempered fractional diffusion equation generated from the regime-switching CGMY model (Q6653272) (← links)
• A novel Crank-Nicolson finite volume method for Riesz space fractional advection-diffusion equations (Q6654091) (← links)