"Circulant preconditioning technique for barrier options pricing under ..."

Wenfei Wang et al. (2015)

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DOI: 10.1080/00207160.2015.1077948

access: closed

type: Journal Article

metadata version: 2017-08-09

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Wenfei Wang, Xu Chen, Deng Ding, Siu-Long Lei:
Circulant preconditioning technique for barrier options pricing under fractional diffusion models. Int. J. Comput. Math. 92(12): 2596-2614 (2015)

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