"A Fast Preconditioned Penalty Method for American Options Pricing Under ..."

Siu-Long Lei et al. (2018)

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DOI: 10.1007/S10915-017-0602-9

access: closed

type: Journal Article

metadata version: 2018-05-04

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  - https://dblp.org/rec/journals/jscic/LeiW0D18
Siu-Long Lei, Wenfei Wang, Xu Chen, Deng Ding:
A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models. J. Sci. Comput. 75(3): 1633-1655 (2018)

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