Pages that link to "Item:Q3095083"
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The following pages link to A Contour Integral Method for the Black–Scholes and Heston Equations (Q3095083):
Displayed 20 items.
- Fast numerical contour integral method for fractional diffusion equations (Q283284) (← links)
- On numerical contour integral method for fractional diffusion equations with variable coefficients (Q338973) (← links)
- A fast algorithm for parabolic PDE-based inverse problems based on Laplace transforms and flexible Krylov solvers (Q729266) (← links)
- Convergence analysis of iterative Laplace transform methods for the coupled PDEs from regime-switching option pricing (Q1651338) (← links)
- Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (Q1703050) (← links)
- Pseudospectral roaming contour integral methods for convection-diffusion equations (Q1983173) (← links)
- Wider contours and adaptive contours (Q2001221) (← links)
- A ROM-accelerated parallel-in-time preconditioner for solving all-at-once systems in unsteady convection-diffusion PDEs (Q2060206) (← links)
- A contour method for time-fractional PDEs and an application to fractional viscoelastic beam equations (Q2133722) (← links)
- A robust spectral method for solving Heston's model (Q2247922) (← links)
- Evaluation of generalized Mittag-Leffler functions on the real line (Q2392718) (← links)
- Laplace inversion for the solution of an abstract heat equation without the forward transform of the source term (Q2409182) (← links)
- An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs (Q2864595) (← links)
- ITERATIVE SOLUTION OF SHIFTED POSITIVE-DEFINITE LINEAR SYSTEMS ARISING IN A NUMERICAL METHOD FOR THE HEAT EQUATION BASED ON LAPLACE TRANSFORMATION AND QUADRATURE (Q2911076) (← links)
- A block Krylov subspace time-exact solution method for linear ordinary differential equation systems (Q2931523) (← links)
- Contour Integral Solution of Elliptic PDEs in Cylindrical Domains (Q3452491) (← links)
- Numerical inverse Laplace transform for convection-diffusion equations (Q5216726) (← links)
- Gauss--Hermite Quadrature for the Bromwich Integral (Q5233117) (← links)
- Model Order Reduction in Contour Integral Methods for Parametric PDEs (Q6116391) (← links)
- The contour integral method for Feynman-Kac equation with two internal states (Q6143632) (← links)