Spike T. Lee

According to our database, Spike T. Lee authored at least 5 papers between 2010 and 2014.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2014

Combined compact difference scheme for linear second-order partial differential equations with mixed derivative.

Spike T. Lee, Jun Liu, Hai-Wei Sun

J. Comput. Appl. Math., 2014

2012

Fast exponential time integration scheme for option pricing with jumps.

Spike T. Lee, Xin Liu, Hai-Wei Sun

Numer. Linear Algebra Appl., 2012

Boundary value methods for transient solutions of queueing networks with variant vacation policy.

Raymond H. Chan, Spike T. Lee, Hai-Wei Sun

J. Comput. Appl. Math., 2012

2011

Boundary value methods with the Crank-Nicolson preconditioner for pricing options in the jump-diffusion model.

Shu-Ling Yang, Spike T. Lee, Hai-Wei Sun

Int. J. Comput. Math., 2011

2010

Shift-Invert Arnoldi Approximation to the Toeplitz Matrix Exponential.

Spike T. Lee, Hong-Kui Pang, Hai-Wei Sun

SIAM J. Sci. Comput., 2010