Fast Computation of the Matrix Exponential for a Toeplitz Matrix (Q3130420): Difference between revisions
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Latest revision as of 08:32, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast Computation of the Matrix Exponential for a Toeplitz Matrix |
scientific article |
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Fast Computation of the Matrix Exponential for a Toeplitz Matrix (English)
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22 January 2018
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Toeplitz matrix
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matrix exponential
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displacement structure
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rational approximation
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option pricing
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