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Tri-diagonal preconditioner for pricing options Journal article
Journal of Computational and Applied Mathematics, 2012,Volume: 236,Issue: 17,Page: 4365-4374
Authors:  Pang H.-K.;  Zhang Y.-Y.;  Jin X.-Q.
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2019/02/11
European Call Option  Family Of Generating Functions  Nonsymmetric Toeplitz System  Normalized Preconditioned System  Partial Integro-differential Equation  Tri-diagonal Preconditioner  
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 |  | TC[WOS]:2 TC[Scopus]:2 | 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  
Tri-diagonal preconditioner for Toeplitz systems from finance Journal article
East Asian Journal on Applied Mathematics, 2011,Volume: 1,Issue: 1,Page: 82-88
Authors:  Pang H.-K.;  Zhang Y.-Y.;  Jin X.-Q.
Favorite |  | TC[WOS]:0 TC[Scopus]:2 | Submit date:2019/02/11
European Call Option  Nonsymmetric Toeplitz System  Normalized Preconditioned System (Matrix)  Partial Integro-differential Equation  Tri-diagonal 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 |  | TC[WOS]:2 TC[Scopus]:2 | 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 |  | TC[WOS]:3 TC[Scopus]:2 | Submit date:2019/02/11
Bccb Preconditioner  Block-circulant Preconditioner  Bvm  Delay Differential Equations  Gmres Method  Toeplitz Matrix  
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 |  | TC[WOS]:0 TC[Scopus]:1 | Submit date:2019/02/11
Clustered Spectrum  Constant-coefficient First-order Pdes  Gmres Method  Preconditioner  Sine Transform