A fast stationary iterative method for a partial integro-differential equation in pricing options (Q385437): Difference between revisions

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Latest revision as of 03:38, 7 July 2024

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A fast stationary iterative method for a partial integro-differential equation in pricing options
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    A fast stationary iterative method for a partial integro-differential equation in pricing options (English)
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    2 December 2013
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    partial integro-differential equation
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    polynomial interpolation
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    fast matrix-vector multiplication
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    fast approximate inversion
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    fast stationary iterative method
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