Residential College | false |
Status | 已發表Published |
A preconditioned iterative method for coupled fractional partial differential equation in European option pricing | |
Shuang Wu1; Lot-Kei Chou1; Xu Chen2; LEI SIU LONG1 | |
2023-12 | |
Source Publication | Open Mathematics |
ISSN | 2391-5455 |
Volume | 21Issue:1Pages:20230169 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
Document Type | Journal article |
Collection | DEPARTMENT OF MATHEMATICS |
Corresponding Author | LEI SIU LONG |
Affiliation | 1.University of Macau 2.Guangdong University of Technology |
First Author Affilication | University of Macau |
Corresponding Author Affilication | University of Macau |
Recommended Citation GB/T 7714 | Shuang Wu,Lot-Kei Chou,Xu Chen,et al. A preconditioned iterative method for coupled fractional partial differential equation in European option pricing[J]. Open Mathematics, 2023, 21(1), 20230169. |
APA | Shuang Wu., Lot-Kei Chou., Xu Chen., & LEI SIU LONG (2023). A preconditioned iterative method for coupled fractional partial differential equation in European option pricing. Open Mathematics, 21(1), 20230169. |
MLA | Shuang Wu,et al."A preconditioned iterative method for coupled fractional partial differential equation in European option pricing".Open Mathematics 21.1(2023):20230169. |
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