A fast stationary iterative method for a partial integro-differential equation in pricing options (Q385437): Difference between revisions
From MaRDI portal
m rollbackEdits.php mass rollback Tag: Rollback |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10092-012-0070-4 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1992830970 / rank | |||
Normal rank | |||
Revision as of 18:04, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast stationary iterative method for a partial integro-differential equation in pricing options |
scientific article |
Statements
A fast stationary iterative method for a partial integro-differential equation in pricing options (English)
0 references
2 December 2013
0 references
partial integro-differential equation
0 references
polynomial interpolation
0 references
fast matrix-vector multiplication
0 references
fast approximate inversion
0 references
fast stationary iterative method
0 references
