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"A fast compact difference scheme with unequal time-steps for the tempered ..."

Jinfeng Zhou et al. (2023)

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DOI: 10.48550/ARXIV.2303.10592

access: open

type: Informal or Other Publication

metadata version: 2023-03-22

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  - journals/corr/abs-2303-10592
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  - https://dblp.org/rec/journals/corr/abs-2303-10592
Jinfeng Zhou, Xian-Ming Gu, Jinye Shen, Yong-Liang Zhao, Hu Li:
A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black-Scholes model. CoRR abs/2303.10592 (2023)

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