Spike T. Lee
According to our database1, Spike T. Lee authored at least 5 papers between 2010 and 2014.
Legend:Book In proceedings Article PhD thesis Other
Combined compact difference scheme for linear second-order partial differential equations with mixed derivative.
J. Computational Applied Mathematics, 2014
Fast exponential time integration scheme for option pricing with jumps.
Numerical Lin. Alg. with Applic., 2012
Boundary value methods for transient solutions of queueing networks with variant vacation policy.
J. Computational Applied Mathematics, 2012
Boundary value methods with the Crank-Nicolson preconditioner for pricing options in the jump-diffusion model.
Int. J. Comput. Math., 2011
Shift-Invert Arnoldi Approximation to the Toeplitz Matrix Exponential.
SIAM J. Scientific Computing, 2010