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LEI SIU LONG [1]
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2023 [1]
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Fractal and Frac... [1]
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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
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Submit date：2023/08/03
Linear Complementary Problem
Nonlinear Finite Difference Scheme
Policy Iteration Method
Preconditioner
Time-fractional Derivative
