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Tri-diagonal preconditioner for pricing options Journal article
Pang H.-K., Zhang Y.-Y., Jin X.-Q.. Tri-diagonal preconditioner for pricing options[J]. Journal of Computational and Applied Mathematics, 2012, 236(17), 4365-4374.
Authors:  Pang H.-K.;  Zhang Y.-Y.;  Jin X.-Q.
Favorite | TC[WOS]:1 TC[Scopus]:1 | Submit date：2019/02/11
European Call Option  Family Of Generating Functions  Nonsymmetric Toeplitz System  Normalized Preconditioned System  Partial Integro-differential Equation  Tri-diagonal Preconditioner  
Circulant preconditioners for pricing options Conference paper
Pang H.-K., Zhang Y.-Y., Vong S.-W., Jin X.-Q.. Circulant preconditioners for pricing options[C], 2011, 2325-2342.
Authors:  Pang H.-K.;  Zhang Y.-Y.;  Vong S.-W.;  Jin X.-Q.
Favorite | TC[WOS]:3 TC[Scopus]:3 | Submit date：2018/12/24
European Call Option  Family Of Generating Functions  Nonsymmetric Toeplitz System  Normalized Preconditioned System  Partial Integro-differential Equation  Strang's Circulant Preconditioner  
Tri-diagonal preconditioner for Toeplitz systems from finance Journal article
Pang H.-K., Zhang Y.-Y., Jin X.-Q.. Tri-diagonal preconditioner for Toeplitz systems from finance[J]. East Asian Journal on Applied Mathematics, 2011, 1(1), 82-88.
Authors:  Pang H.-K.;  Zhang Y.-Y.;  Jin X.-Q.
Favorite | TC[WOS]:0 TC[Scopus]:2 | Submit date：2019/02/11
European Call Option  Nonsymmetric Toeplitz System  Normalized Preconditioned System (Matrix)  Partial Integro-differential Equation  Tri-diagonal Preconditioner  
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  
A Simple Analytical and Numerical Approach for Pricing Compound Options Journal article
Deng Ding, Chikeong Leong, Xiaoqing Jin. A Simple Analytical and Numerical Approach for Pricing Compound Options[J]. A Journal of Chinese Universities (English Series), 2006, 15(4), 367-374.
Authors:  Deng Ding;  Chikeong Leong;  Xiaoqing Jin
Favorite |   IF:1.9/1.3 | Submit date：2019/07/09
Compound Option  Girsanov Theorem  Bisection Method  European Call Option  Brownian Motion