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Xian‐Ming Gu

  1. A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black-Scholes model
    2023/03/19 by Jinfeng Zhou, Xian‐Ming Gu, Zhou, Jinfeng +5 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #26A33 #65M06 #65M50 #91G20 #FOS: Mathematics #Fractional Differential Equations Solutions #Nonlinear Differential Equations Analysis #Numerical Analysis (math.NA) #Stochastic processes and financial applications