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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 | 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  
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.
Favorite | 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  
Fast Laplace Transform Methods for Free-Boundary Problems of Fractional Diffusion Equations Journal article
Zhou,Zhiqiang, Ma,Jingtang, Sun,Hai wei. Fast Laplace Transform Methods for Free-Boundary Problems of Fractional Diffusion Equations[J]. Journal of Scientific Computing, 2018, 74(1), 49-69.
Authors:  Zhou,Zhiqiang;  Ma,Jingtang;  Sun,Hai wei
Favorite | TC[WOS]:21 TC[Scopus]:22  IF:2.8/2.7 | Submit date：2019/05/27
American Option Pricing  Fractional Diffusion Equations  Free-boundary Problems  Hyperbola Contour Integral  Laplace Transform Methods  Toeplitz Matrix