<i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557): Difference between revisions
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Revision as of 20:57, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | <i>Z</i>-Transform and preconditioning techniques for option pricing |
scientific article |
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<i>Z</i>-Transform and preconditioning techniques for option pricing (English)
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24 January 2014
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numerical method
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option pricing
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exotic options
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preconditioners
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linear systems
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Toeplitz matrices
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