@Article{AAMM-17-1742,
author = {Li , YuhanWang , Mingkai and Yin , Junfeng},
title = {A Fast Matrix Splitting Iteration Method for Fractional Regime-Switching Option Pricing Model},
journal = {Advances in Applied Mathematics and Mechanics},
year = {2025},
volume = {17},
number = {6},
pages = {1742--1760},
abstract = {<p style="text-align: justify;">The discretization of the fractional regime-switching option pricing model
 leads to the linear system with the block diagonal and Kronecker product structure. A
 fast matrix splitting iteration method is presented to solve the discrete system. Theoretical analyses prove the convergence of the proposed iteration method. Numerical
 experiments show that the new methodis efficient and outperforms the existing methods in terms of the number of iteration steps and the elapsed CPU time.</p>},
issn = {2075-1354},
doi = {https://doi.org/10.4208/aamm.OA-2023-0271},
url = {http://global-sci.org/intro/article_detail/aamm/24493.html}
}