次扩散BS 模型下带交易费的期权定价
顾惠， 张云秀 - 华东师范大学学报(自然科学版), 2012 - xblk.ecnu.edu.cn
… Black-Scholes model with transaction costs. A subdiffusive geometric Brownian motion was
introduced as the model of … Large deviations for local time fractional Brownian motion and …
introduced as the model of … Large deviations for local time fractional Brownian motion and …
有限体积方法非结构网格方法解分数阶Allen-Cahn 程
陈爱敏， 刘发旺 - 数学季刊, 2017 - sxjk.magtechjournal.com
… [12] GU Yuan-tongu, ZHUANG Ping-hui, LIU Qing-xia, An advanced meshless method for
time fractional diffusion equation[J]. International Journal of Computational Methods, 2011, 08(…
time fractional diffusion equation[J]. International Journal of Computational Methods, 2011, 08(…
[HTML][HTML] 变系数分数阶偏微分方程的数值解法
崔曼若 - Advances in Applied Mathematics, 2023 - hanspub.org
… Finally, we use Gauss iterative method to solve the given numerical example, the … illustrated
by the image, that is, the numerical solution obtained by the finite difference scheme can not …
by the image, that is, the numerical solution obtained by the finite difference scheme can not …