Tri-Diagonal Preconditioner for Toeplitz Systems from Finance (Q5406883)
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scientific article; zbMATH DE number 6279652
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tri-Diagonal Preconditioner for Toeplitz Systems from Finance |
scientific article; zbMATH DE number 6279652 |
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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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