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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 Favorite | |
| 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 |