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LEI SIU LONG [1]
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2024 [1]
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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
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Submit date：2024/07/04
American Option Pricing
Banded Preconditioner
Fractional Partial Integro-differential Equation
Stability
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