An Implicit-Explicit Preconditioned Direct Method for Pricing Options under Regime-Switching Tempered Fractional Partial Differential Models
Numerical Algorithms（2020）
Key words
Implicit-explicit finite difference method,Direct method,Precondition,Multi-state European options pricing,Tempered fractional partial differential equation,65F05,65F08,65M06,91G80,35R11
AI Read Science
Must-Reading Tree
Example
Generate MRT to find the research sequence of this paper
Chat Paper
Summary is being generated by the instructions you defined