Spike T. Lee

From MaRDI portal
Person:433938

Available identifiers

zbMath Open lee.spike-tMaRDI QIDQ433938

List of research outcomes





PublicationDate of PublicationType
Financial Mathematics, Derivatives and Structured Products2024-03-18Paper
Financial Mathematics, Derivatives and Structured Products2019-02-15Paper
Combined compact difference scheme for linear second-order partial differential equations with mixed derivative2014-07-16Paper
Fast exponential time integration scheme for option pricing with jumps.2013-03-21Paper
Boundary value methods for transient solutions of queueing networks with variant vacation policy2012-07-09Paper
Boundary value methods with the Crank-Nicolson preconditioner for pricing options in the jump-diffusion model2011-06-15Paper
Shift-invert Arnoldi approximation to the Toeplitz matrix exponential2011-03-16Paper

Research outcomes over time

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