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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  
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