Author:
Ledermann Daniel,Alexander Carol
Subject
Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science
Reference38 articles.
1. A new scaling and squaring algorithm for the matrix exponential;Al-Mohy;SIAM Journal of Matrix Analysis and Applications,2009
2. C. Alexander, Market Risk Analysis Volume II, Practical Financial Econometrics, John Wiley & Sons, Ltd, 2008.
3. Modelling and managing financial risk: an overview;Allen;Mathematics and Computers in Simulation,2009
4. Monte Carlo option pricing with asymmetric realized volatility dynamics;Allen;Mathematics and Computers in Simulation,2011
5. A highly parallel algorithm for the reduction of a non-symmetric matrix to block upper-Hessenberg form;Berry;Parallel Computing,1995
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献