Search Results

• Fast Exponential Time Integration for Pricing Options in Stochastic Volatility Jump Diffusion Models

  Hong-Kui Pang & Hai-Wei Sun

  2018-08-14

  37765 4930 Pages:52-68

• A High-Order Difference Scheme for the Generalized Cattaneo Equation

  Seak-Weng Vong, Hong-Kui Pang & Xiao-Qing Jin

  2018-02-09

  37878 4605 Pages:170-184

• Tri-Diagonal Preconditioner for Toeplitz Systems from Finance

  Hong-Kui Pang, Ying-Ying Zhang & Xiao-Qing Jin

  2018-03-21

  37997 4753 Pages:82-88