External Links

Cite Key

Statistics

  • References: 0
  • Cited by: 0
  • Reviews: 0
  • Bibliographies: 0

PDF

Researchr

Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.

Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.

A Newton-Krylov method with a tridiagonal preconditioner for American option pricing under jump-diffusion model with transaction costs

Xu Chen, Ru-Lin Ding, Siu-Long Lei. A Newton-Krylov method with a tridiagonal preconditioner for American option pricing under jump-diffusion model with transaction costs. Mathematics and Computers in Simulation, 249:369-391, 2026. [doi]

Abstract

Abstract is missing.

runs on