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• QR Versus Cholesky: A Probabilistic Analysis

  M. Lira, R. Iyer, A. A. Trindade & V. Howle

  2018-08-15

  35715 4477 Pages:114-121

• An Efficient Collocation Method for a Non-Local Diffusion Model

  H. Tian, H. Wang & W. Wang

  2013-10-01

  33425 2587 Pages:815-825

• A Computational Scheme for Options Under Jump Diffusion Processes

  K. Zhang & S. Wang

  2009-06-01

  31764 3673 Pages:110-123