"Rational Krylov methods in exponential integrators for European option ..."

Stefania Ragni (2014)

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DOI: 10.1002/NLA.1894

access: closed

type: Journal Article

metadata version: 2020-05-11

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Stefania Ragni:
Rational Krylov methods in exponential integrators for European option pricing. Numer. Linear Algebra Appl. 21(4): 494-512 (2014)

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