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Fast Laplace Transform Methods for Free-Boundary Problems of Fractional Diffusion Equations
Journal article
Zhou, Z.Q., Ma, J.T., Sun, H. W.. Fast Laplace Transform Methods for Free-Boundary Problems of Fractional Diffusion Equations[J]. Journal of Scientific Computing, 2018, 49-69.
Authors:
Zhou, Z.Q.
;
Ma, J.T.
;
Sun, H. W.
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TC[WOS]:
21
TC[Scopus]:
22
IF:
2.8
/
2.7
|
Submit date：2022/07/25
American Option Pricing
Free-boundary Problems
Fractional Diffusion Equations
Laplace Transform Methods
Hyperbola Contour Integral
Toeplitz Matrix
