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Circulant preconditioners for pricing options Conference paper
Linear Algebra and Its Applications, Nanjing, PEOPLES R CHINA, NOV 02-05, 2008
Authors:  Pang H.-K.;  Zhang Y.-Y.;  Vong S.-W.;  Jin X.-Q.
Favorite  |  View/Download:9/0  |  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  
Multigrid algorithm from cyclic reduction for Markovian queueing networks Journal article
Applied Mathematics and Computation, 2011,Volume: 217,Issue: 16,Page: 6990-7000
Authors:  Yang,Shu Ling;  Cai,Jian Feng;  Sun,Hai Wei
Favorite  |  View/Download:3/0  |  Submit date:2019/05/27
Boundary Value Method  Cyclic Reduction  Markovian Queueing Network  Multigrid Method  Nonsymmetric Linear System  Singular Systems  
Circulant preconditioners for pricing options Journal article
Linear Algebra and its Applications, 2010,Volume: 434,Issue: 11,Page: 2325-2342
Authors:  Hong-KuiPang;  Ying-Ying Zhang;  Seak-Weng Vong;  Xiao-QingJin
Favorite  |  View/Download:4/0  |  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  
BCCB preconditioners for solving linear systems from delay differential equations Journal article
Computers and Mathematics with Applications, 2005,Volume: 50,Issue: 1-2,Page: 281-288
Authors:  Cai M.-C.;  Jin X.-Q.
Favorite  |  View/Download:4/0  |  Submit date:2019/02/11
Bccb Preconditioner  Block-circulant Preconditioner  Bvm  Delay Differential Equations  Gmres Method  Toeplitz Matrix  
Circulant preconditioners for solving singular perturbation delay differential equations Journal article
Numerical Linear Algebra with Applications, 2005,Volume: 12,Issue: 2-3,Page: 327-336
Authors:  Jin X.-Q.;  Lei S.-L.;  Wei Y.-M.
Favorite  |  View/Download:3/0  |  Submit date:2019/02/11
Block-circulant Preconditioner  Bvm  Gmres Method  Spddes  
Strang-type preconditioners for solving linear systems from neutral delay differential equations Journal article
Calcolo, 2003,Volume: 40,Issue: 1,Page: 21-31
Authors:  Bai Z.-J.;  Jin X.-Q.;  Song L.-L.
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Sine transform based preconditioners for solving constant-coefficient first-order PDEs Journal article
Linear Algebra and Its Applications, 2003,Volume: 366,Issue: SPEC. ISS.,Page: 283-294
Authors:  Jin X.-Q.;  Lei S.-L.
Favorite  |  View/Download:8/0  |  Submit date:2019/02/11
Clustered Spectrum  Constant-coefficient First-order Pdes  Gmres Method  Preconditioner  Sine Transform  
Strang-type preconditioners for solving linear systems from delay differential equations Journal article
BIT Numerical Mathematics, 2003,Volume: 43,Issue: 1,Page: 139-152
Authors:  Lin F.R.;  Jin X.Q.;  Lei S.L.
Favorite  |  View/Download:4/0  |  Submit date:2019/02/11
Block-circulant Pre-conditioner  Boundary Value Method  Delay Differential Equation  Gmres Method  
Strang-type preconditioners for solving system of delay differential equations by boundary value methods Journal article
Advances in Mathematics Research, 2003,Volume: 3,Page: 125–140
Authors:  Z. Bai;  R. Chan;  X. Jin
Favorite  |  View/Download:2/0  |  Submit date:2019/07/30
Ndde  Bvm  Block-circulant Preconditioner  Gmres Method  
Strang-type preconditioners for solving system of ODEs by boundary value methods Journal article
Electronic Journal of Mathematical and Physical Sciences, 2002,Volume: 1,Page: 16-46
Authors:  Raymond H Chan;  Xiao-Qing Jin;  Yue-Hung Tam
Favorite  |  View/Download:13/0  |  Submit date:2019/08/16