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A Convergence Analysis of the MINRES Method for Some Hermitian Indefinite Systems Journal article
East Asian Journal on Applied Mathematics, 2017,Volume: 7,Issue: 4,Page: 827-836
Authors:  Xie Z.-J.;  Jin X.-Q.;  Zhao Z.
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Convergence Bound  Hermitian Indefinite  Key Words: Minres  Toeplitz System  
A fast algorithm for solving circulant tensor systems Journal article
LINEAR & MULTILINEAR ALGEBRA, 2017,Volume: 65,Issue: 9,Page: 1894-1904
Authors:  Xie, Ze-Jia;  Jin, Xiao-Qing;  Wei, Yi-Min
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Tensor System  Circulant Tensor  Generalized Circulant Tensor  Fast Algorithm  
Quadratic finite element and preconditioning methods for options pricing in the SVCJ model Journal article
Journal of Computational Finance, 2014,Volume: 17,Issue: 3,Page: 3-30
Authors:  Zhang Y.-Y.;  Pang H.-K.;  Feng L.;  Jin X.-Q.
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Jump Diffusion-processes  Stochastic Volatility  American Options  Returns  Systems  Assets  
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.
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European Call Option  Family Of Generating Functions  Nonsymmetric Toeplitz System  Normalized Preconditioned System  Partial Integro-differential Equation  Strang's Circulant Preconditioner  
Some results on condition numbers Book
2011
Authors:  Li Z.;  Vong S.-W.;  Wei Y.-M.;  Jin X.Q.
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Componentwise condition number  Mixed condition number  Moore-Penrose inverse  Normwise condition number  Orthogonal projector  Underdetermined system  
Some results on condition numbers Book chapter
出自: Handbook of Optimization Theory: Decision Analysis and Applications (Mathematics Research Developments):Nova Science Publishers, 2011, 页码: 577–586
Authors:  Z. Li;  S. Vong;  Y. Wei;  X. Jin
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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  
Convergence analysis of superoptimal PCG algorithm for Toeplitz systems with a Fisher-Hartwig singularity Journal article
Linear Algebra and Its Applications, 2008,Volume: 428,Issue: 2-3,Page: 535-549
Authors:  Vong S.-W.;  Wang W.;  Jin X.-Q.
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Fisher-hartwig Singularity  Optimal Circulant Preconditioner  Pcg Method  Superoptimal Circulant Preconditioner  Toeplitz System  
M-preconditioner for M-matrices Conference paper
Applied Mathematics and Computation
Authors:  Jin X.-Q.
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M-matrix  PCG method  Preconditioner  
M-preconditioner for M-matrices Journal article
Applied Mathematics and Computation, 2006,Volume: 172,Issue: 2,Page: 701-707
Authors:  Xiao-qing Jin
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M-matrix  Preconditioner  Pcg Method