流星猫 发表于 2017-8-10 11:35:29

A fast preconditioned policy iteration method for solving the tempered fracti...

A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation
为解决钢化分数HJB方程的美式期权估值的快速预处理策略迭代法
页: [1]
查看完整版本: A fast preconditioned policy iteration method for solving the tempered fracti...