Work

A Fast Matrix Splitting Iteration Method for Fractional Regime-Switching Option Pricing Model

Year: 2025

Type: article

Source: Advances in Applied Mathematics and Mechanics

DOI: 10.4208/aamm.oa-2023-0271

Authors: Yuhan Li, Mingkai Wang, Junfeng Yin

Institution: Tongji University

Language: English

Topic: Matrix Theory and Algorithms

Subfield: Computational Theory and Mathematics

Field: Computer Science

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W4410412401

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Cites: 27

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Related to: 10