Pages that link to "Item:Q2438468"
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The following pages link to On the stability of some algorithms for computing the action of the matrix exponential (Q2438468):
Displaying 9 items.
- Estimating the condition number of \(f(A)b\) (Q747727) (← links)
- A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator (Q1713627) (← links)
- Improved numerical solution of multi-asset option pricing problem: a localized RBF-FD approach (Q2212455) (← links)
- Approximation of the matrix exponential for matrices with a skinny field of values (Q2216485) (← links)
- On the algorithm by Al-Mohy and Higham for computing the action of the matrix exponential: a posteriori roundoff error estimation (Q2402446) (← links)
- (Q3732853) (← links)
- (Q4762554) (← links)
- An Efficient Numerical Scheme for the Solution of a Stochastic Volatility Model Including Contemporaneous Jumps in Finance (Q5057699) (← links)
- Numerical investigation of high-dimensional option pricing PDEs by utilizing a hybrid radial basis function -- finite difference procedure (Q6545928) (← links)
