A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models
2017 ◽
Vol 75
(3)
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pp. 1633-1655
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Keyword(s):
2020 ◽
Vol 12
(3)
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pp. 748-773
Keyword(s):
2013 ◽
Vol 43
(4)
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pp. 463-483
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2019 ◽
Vol 62
(1-2)
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pp. 1-21
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Keyword(s):
2015 ◽
Vol 92
(12)
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pp. 2596-2614
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2017 ◽
Vol 37
(3)
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pp. 3691-3707
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2015 ◽
Vol 92
(12)
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pp. 2575-2595
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2018 ◽
Vol 179
(1)
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pp. 311-331
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2013 ◽
Vol 65
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pp. 79-90
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Keyword(s):