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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  
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