"Tri-diagonal preconditioner for pricing options."

Hong-Kui Pang, Ying-Ying Zhang, Xiao-Qing Jin (2012)

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DOI: 10.1016/J.CAM.2012.04.003

access: open

type: Journal Article

metadata version: 2021-02-16

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Hong-Kui Pang, Ying-Ying Zhang, Xiao-Qing Jin:
Tri-diagonal preconditioner for pricing options. J. Comput. Appl. Math. 236(17): 4365-4374 (2012)

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