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An efficient algorithm for Bermudan barrier option pricing Journal article
DING Deng, HUANG Ning-ying, ZHAO Jing-ya. An efficient algorithm for Bermudan barrier option pricing[J]. Applied Mathematics-A Journal of Chinese Universities Series B, 2012, 27(1), 49-58.
Authors:  DING Deng;  HUANG Ning-ying;  ZHAO Jing-ya
Favorite | TC[WOS]:2 TC[Scopus]:1  IF:1.2/0.8 | Submit date:2019/05/22
American Barrier Option  Bermudan Option  Fourier Transform  Fourier-cosine Expansion  
Fast wavelet analysis algorithm based on oblique projection and Mellin transform Journal article
Li J.-P., Tang Y.-Y.. Fast wavelet analysis algorithm based on oblique projection and Mellin transform[J]. Gongcheng Shuxue Xuebao/Chinese Journal of Engineering Mathematics, 2001, 18(5), 31-36.
Authors:  Li J.-P.;  Tang Y.-Y.
Favorite |  | Submit date:2019/02/11
Fast algorithm  Mellin transform  Oblique projection  Wavelet transform  
The Sine Transform Operator in the Banach Space of Symmetric Matrices and Its Application in Image Restoration Journal article
Kit-Ian KOU, Xiao-Qing JIN, Vai-Kuong SIN. The Sine Transform Operator in the Banach Space of Symmetric Matrices and Its Application in Image Restoration[J]. Numerical Mathematics A Journal of Chinese Universities(English Series), 1999, 8(2), 231-242.
Authors:  Kit-Ian KOU;  Xiao-Qing JIN;  Vai-Kuong SIN
Favorite |   IF:1.9/1.3 | Submit date:2019/06/10
Toeplitz Matrix  Optimal Sine Transform Preconditioner  Sine Transform Operator  Pcg Method  Image Restoration  
Domain decomposition preconditioners for secondorder hyperbolic equations on L-shaped regions Journal article
Jin Xiao-Qing, Wang Chiu-kwong. Domain decomposition preconditioners for secondorder hyperbolic equations on L-shaped regions[J]. Numerical Mathematics, a Journal of Chinese Uniersities, 1995(1), 8.
Authors:  Jin Xiao-Qing;  Wang Chiu-kwong
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A note on circulant preconditioners for hyperbolic and parabolic equations Journal article
XIAO-QING JIN. A note on circulant preconditioners for hyperbolic and parabolic equations[J]. Chinese Journal of Mathematics, 1993, 21(2), 129-142.
Authors:  XIAO-QING JIN
Favorite |  | Submit date:2019/07/23
Hyperbolic Equation  Parabolic Equation  Circulant Matrix  Condition Number  Preconditioned Conjugate Gradient Method  
Sine transform preconditioners for second-order partial differential equations Journal article
Xiaoqing Jin. Sine transform preconditioners for second-order partial differential equations[J]. Numerical Mathematics A Journal of Chinese Universities, 1993, 2(1), 116-123.
Authors:  Xiaoqing Jin
Favorite |   IF:1.9/1.3 | Submit date:2019/07/23
Sine Transform  Finite Difference Method  Second-order Partial Differential Equation  Condition Number  Preconditioned Conjugate Gradient Method