<i>Z</i>-Transform and preconditioning techniques for option pricing (Q2873557)
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scientific article; zbMATH DE number 6250097
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | <i>Z</i>-Transform and preconditioning techniques for option pricing |
scientific article; zbMATH DE number 6250097 |
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<i>Z</i>-Transform and preconditioning techniques for option pricing (English)
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24 January 2014
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numerical method
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option pricing
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exotic options
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preconditioners
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linear systems
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Toeplitz matrices
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0.86792105
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0.8658291
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0.8597853
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0.8585657
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0.8565881
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0.85162276
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0.8511097
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0.8495635
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