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Circulant preconditioners for pricing options Journal article
Hong-KuiPang, Ying-Ying Zhang, Seak-Weng Vong, Xiao-QingJin. Circulant preconditioners for pricing options[J]. Linear Algebra and its Applications, 2010, 434(11), 2325-2342.
Authors:  Hong-KuiPang;  Ying-Ying Zhang;  Seak-Weng Vong;  Xiao-QingJin
Favorite | TC[WOS]:3 TC[Scopus]:3  IF:1.0/1.1 | Submit date:2019/07/30
European Call Option  Nonsymmetric Toeplitz System  Normalized Preconditioned System  Strang’s Circulant Preconditioner  Family Of Generating Functions  Partial Integro-differential Equation