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An Introduction to Applied Matrix Analysis Book
Singapore:World Scientific Publishing Company, 2016
Authors:  Xiao Qing Jin;  Seak-Weng Vong
Favorite | View/Download:26/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/03/22
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:14/0 | TC[WOS]:2 TC[Scopus]: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  
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:6/0 | TC[WOS]:2 TC[Scopus]: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:  Seak-Weng Vong;  Wei Wang;  Xiao-Qing Jin
Favorite | View/Download:2/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/03/22
Pcg Method  Superoptimal Circulant Preconditioner  Toeplitz System  Fisher–hartwig Singularity  Optimal Circulant Preconditioner