7 citations · 7 across the 2 of their papers we have counts for
2 papers
math.NA2023
A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black-Scholes model
Jinfeng Zhou, Xian-Ming Gu, Yong-Liang Zhao +1
The Black-Scholes (B-S) equation has been recently extended as a kind of tempered time-fractional B-S equations, which becomes an interesting mathematical model in option pricing.…
math.NA2021★ 7 cited
On the bilateral preconditioning for an L2-type all-at-once system arising from time-space fractional Bloch-Torrey equations
Yong-Liang Zhao, Xian-Ming Gu, Hu Li
Time-space fractional Bloch-Torrey equations (TSFBTEs) are developed by some researchers to investigate the relationship between diffusion and fractional-order dynamics. In this pa…