3 results
Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models
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- Journal:
- East Asian Journal on Applied Mathematics / Volume 4 / Issue 1 / February 2014
- Published online by Cambridge University Press:
- 28 May 2015, pp. 52-68
- Print publication:
- February 2014
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A High-Order Difference Scheme for the Generalized Cattaneo Equation
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- Journal:
- East Asian Journal on Applied Mathematics / Volume 2 / Issue 2 / May 2012
- Published online by Cambridge University Press:
- 28 May 2015, pp. 170-184
- Print publication:
- May 2012
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Tri-Diagonal Preconditioner for Toeplitz Systems from Finance
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- Journal:
- East Asian Journal on Applied Mathematics / Volume 1 / Issue 1 / February 2011
- Published online by Cambridge University Press:
- 28 May 2015, pp. 82-88
- Print publication:
- February 2011
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