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Preconditioned iterative methods for fractional diffusion models in finance Journal article
Qing-Jiang Meng, Deng Ding, Qin Sheng. Preconditioned iterative methods for fractional diffusion models in finance[J]. NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, 2014, 31(5), 1382-1395.
Authors:  Qing-Jiang Meng;  Deng Ding;  Qin Sheng
Favorite | TC[WOS]:18 TC[Scopus]:21  IF:2.1/2.8 | Submit date:2019/05/22
Crank-nicolson Discretization  Fast Fourier Transform  Fractional Partial Derivatives  Lévy Process  Preconditioning Method  Toeplitz Matrix