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Accurate and fast computations with positive extended Schoenmakers-Coffey matrices

  • Published:2016-09-27 Issue:6 Volume:23 Page:1023-1031
  • ISSN:1070-5325
  • Container-title:Numerical Linear Algebra with Applications
  • language:en
  • Short-container-title:Numer. Linear Algebra Appl.

Author:

Delgado Jorge1,Peña Guillermo2,Peña Juan Manuel3

Affiliation:

1. Departamento de Matemática Aplicada; Universidad de Zaragoza, Escuela Universitaria Politécnica de Teruel; Teruel Spain

2. Departamento de Estructura e Historia Económica y Economía Pública; Universidad de Zaragoza; Zaragoza Spain

3. Departamento de Matemática Aplicada; Universidad de Zaragoza; Zaragoza Spain

Funder

MINECO/FEDER Gobierno de Aragón, and Fondo Social Europeo

Publisher

Wiley

Subject

Applied Mathematics,Algebra and Number Theory

Reference29 articles.

1. Level, slope and curvature: Art or artefact?;Lord;Appl Math Finance,2007

2. Some results on correlation matrices for interest rates;Salinelli;Acta Appl Math,2011

3. Systematic generation of parametric correlation structures for the LIBOR market model;Schoenmakers;Int J of Theor and Appl Finance,2003

4. Totally positive matrices;Ando;Linear Algebra Appl,1987

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2. Green Matrices, Minors and Hadamard Products;Axioms;2023-08-10

3. Accurate bidiagonal decomposition of collocation matrices of weighted ϕ ‐transformed systems;Numerical Linear Algebra with Applications;2020-03-09

4. Accurate computations with collocation matrices of a general class of bases;Numerical Linear Algebra with Applications;2018-04-23

5. Accurate Computations and Applications of Some Classes of Matrices;Computational Mathematics, Numerical Analysis and Applications;2017
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