Spike T. Lee

According to our database1, Spike T. Lee authored at least 5 papers between 2010 and 2014.

Collaborative distances:

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2014
Combined compact difference scheme for linear second-order partial differential equations with mixed derivative.
J. Computational Applied Mathematics, 2014

2012
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

2011
Boundary value methods with the Crank-Nicolson preconditioner for pricing options in the jump-diffusion model.
Int. J. Comput. Math., 2011

2010
Shift-Invert Arnoldi Approximation to the Toeplitz Matrix Exponential.
SIAM J. Scientific Computing, 2010


  Loading...