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An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models.

Xu ChenDeng DingSiu-Long LeiWenfei Wang
Published in: Numer. Algorithms (2021)
Keyphrases
  • statistical models
  • probabilistic model
  • complex systems
  • experimental data
  • machine learning
  • genetic algorithm
  • feature selection
  • model selection
  • machine learning algorithms