List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Financial Mathematics, Derivatives and Structured Products | 2024-03-18 | Paper |
| Financial Mathematics, Derivatives and Structured Products | 2019-02-15 | Paper |
| Combined compact difference scheme for linear second-order partial differential equations with mixed derivative Journal of Computational and Applied Mathematics | 2014-07-16 | Paper |
| Fast exponential time integration scheme for option pricing with jumps. Numerical Linear Algebra with Applications | 2013-03-21 | Paper |
| Boundary value methods for transient solutions of queueing networks with variant vacation policy Journal of Computational and Applied Mathematics | 2012-07-09 | Paper |
| Boundary value methods with the Crank-Nicolson preconditioner for pricing options in the jump-diffusion model International Journal of Computer Mathematics | 2011-06-15 | Paper |
| Shift-invert Arnoldi approximation to the Toeplitz matrix exponential SIAM Journal on Scientific Computing | 2011-03-16 | Paper |
Research outcomes over time
This page was built for person: Spike T. Lee
