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

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Fast Computation of the Matrix Exponential for a Toeplitz Matrix
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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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