Fast Computation of the Matrix Exponential for a Toeplitz Matrix (Q3130420)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Fast Computation of the Matrix Exponential for a Toeplitz Matrix
scientific article

    Statements

    Fast Computation of the Matrix Exponential for a Toeplitz Matrix (English)
    0 references
    22 January 2018
    0 references
    Toeplitz matrix
    0 references
    matrix exponential
    0 references
    displacement structure
    0 references
    rational approximation
    0 references
    option pricing
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references