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"An implicit-explicit preconditioned direct method for pricing options ..."

Xu Chen et al. (2021)

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DOI: 10.1007/S11075-020-00994-7

access: closed

type: Journal Article

metadata version: 2021-07-25

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Xu Chen, Deng Ding, Siu-Long Lei, Wenfei Wang:
An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models. Numer. Algorithms 87(3): 939-965 (2021)

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