"A fast preconditioned iterative method for two-dimensional options pricing ..."

Xu Chen et al. (2020)

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DOI: 10.1016/J.CAMWA.2019.07.010

access: closed

type: Journal Article

metadata version: 2020-02-17

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Xu Chen, Deng Ding, Siu-Long Lei, Wenfei Wang:
A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models. Comput. Math. Appl. 79(2): 440-456 (2020)

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