HIGHLIGHTS
- who: Xu Chen and colleagues from the School of Economics, Guangdong University of Technology, Guangzhou, China have published the research work: A Preconditioned Iterative Method for a Multi-State Time-Fractional Linear Complementary Problem in Option Pricing, in the Journal: (JOURNAL)
- what: Numerical experiments are presented to demonstrate the validity of the proposed nonlinear scheme and the efficiency of the proposed preconditioned policy-Krylov subspace method. The Black-Scholes model is the most famous model for option pricing problems and has been widely used; however, this model has suffered many shortcomings because it is based . . .
If you want to have access to all the content you need to log in!
Thanks :)
If you don't have an account, you can create one here.