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LEI SIU LONG [2]
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Journal article [2]
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2024 [1]
2023 [1]
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Fractal and Frac... [2]
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A Preconditioned Policy–Krylov Subspace Method for Fractional Partial Integro-Differential HJB Equations in Finance
Journal article
Chen, Xu, Gong, Xin Xin, Sun, Youfa, Lei, Siu Long. A Preconditioned Policy–Krylov Subspace Method for Fractional Partial Integro-Differential HJB Equations in Finance[J]. Fractal and Fractional, 2024, 8(6), 316.
Authors:
Chen, Xu
;
Gong, Xin Xin
;
Sun, Youfa
;
Lei, Siu Long
Favorite
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TC[WOS]:
0
TC[Scopus]:
0
IF:
3.6
/
3.5
|
Submit date：2024/07/04
American Option Pricing
Banded Preconditioner
Fractional Partial Integro-differential Equation
Stability
Stock Loan
A Preconditioned Iterative Method for a Multi-State Time-Fractional Linear Complementary Problem in Option Pricing
Journal article
Chen,Xu, Gong,Xinxin, Lei,Siu Long, Sun,Youfa. A Preconditioned Iterative Method for a Multi-State Time-Fractional Linear Complementary Problem in Option Pricing[J]. Fractal and Fractional, 2023, 7(4), 334.
Authors:
Chen,Xu
;
Gong,Xinxin
;
Lei,Siu Long
;
Sun,Youfa
Favorite
|
TC[WOS]:
2
TC[Scopus]:
1
IF:
3.6
/
3.5
|
Submit date：2023/08/03
Linear Complementary Problem
Nonlinear Finite Difference Scheme
Policy Iteration Method
Preconditioner
Time-fractional Derivative
