Tri-diagonal preconditioner for Toeplitz systems from finance. (Q5406883)
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scientific article; zbMATH DE number 6279652
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| English | Tri-diagonal preconditioner for Toeplitz systems from finance. |
scientific article; zbMATH DE number 6279652 |
Statements
Tri-Diagonal Preconditioner for Toeplitz Systems from Finance (English)
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4 April 2014
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European call option
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partial integro-differential equation
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nonsymmetric Toeplitz system
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normalized preconditioned system (matrix)
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tri-diagonal preconditioner
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0.8539077639579773
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0.8238779902458191
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0.8170388340950012
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