A High Order Finite Difference Method for Tempered Fractional Diffusion Equations with Applications to the CGMY Model

Xu Guo, Yutian Li, Hong Wang. A High Order Finite Difference Method for Tempered Fractional Diffusion Equations with Applications to the CGMY Model. SIAM J. Scientific Computing, 40(5), 2018. [doi]

Abstract

Abstract is missing.