UM

Browse/Search Results:  1-3 of 3 Help

Selected(0)Clear Items/Page:    Sort:
Boundary value methods for transient solutions of queueing networks with variant vacation policy Journal article
Journal of Computational and Applied Mathematics, 2012,Volume: 236,Issue: 16,Page: 3948-3955
Authors:  Chan,Raymond H.;  Lee,Spike T.;  Sun,Hai Wei
Favorite  |  View/Download:9/0  |  Submit date:2019/05/27
Boundary Value Method  Crank-nicolson Preconditioner  Heterogeneous Servers  Queueing Systems  Variant Vacation Policy  
Fourth-Order Compact Scheme with Local MeshRefinement for Option Pricing in Jump-DiffusionModel Journal article
Numerical Methods for Partial Differential Equations, 2011,Volume: 28,Issue: 3,Page: 1079-1098
Authors:  Spike T. Lee;  Hai‐Wei Sun
Favorite  |  View/Download:1/0  |  Submit date:2019/07/30
Fourth-order Compact Scheme  Jump-diffusion  Local Mesh Refinement  Partial Integro-differentialequation  Toeplitz Matrix  
Boundary value methods with the Crank-Nicolson preconditioner for pricing options in the jump-diffusion model Journal article
International Journal of Computer Mathematics, 2011,Volume: 88,Issue: 8,Page: 1730-1748
Authors:  Shu-Ling Yang;  Spike T. Lee;  Hai-Wei Sun
Favorite  |  View/Download:5/0  |  Submit date:2019/02/13
Boundary Value Method  Crank-nicolson Time-marching Scheme  Fourth-order Compact Scheme  Jump-diffusion  Preconditioner  Toeplitz Matrix