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Authors
(999)
Panayot S. Vassilevski
21
Owe Axelsson
16
Yousef Saad
14
Yvan Notay
11
YiMin Wei
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NUMER LINEAR ALGEBR APPL  Numerical Linear Algebra With Applications
Numerical Linear Algebra With Applications,NUMER LINEAR ALGEBR APPL,Mathematics
NUMER LINEAR ALGEBR APPL  Numerical Linear Algebra With Applications
Publications: 799

Citation Count: 5,034 (SelfCitation: 374)
Year Range: 19912011
Fields of study:
Mathematics
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Publications
(799)
A Fourierbased valuation method for Bermudan and barrier options under Heston's model
F. Fang
,
C. W. Oosterlee
Journal:
Numerical Linear Algebra With Applications  NUMER LINEAR ALGEBR APPL
, pp. 439463, 2011
On the Heston Model with Stochastic Interest Rates
Lech A. Grzelak
,
Cornelis W. Oosterlee
Journal:
Numerical Linear Algebra With Applications  NUMER LINEAR ALGEBR APPL
, vol. 2, no. 1, pp. 255286, 2011
A local Fourier analysis framework for finiteelement discretizations of systems of PDEs
SCOTT P. MACLACHLAN
,
CORNELIS W. OOSTERLEE
Journal:
Numerical Linear Algebra With Applications  NUMER LINEAR ALGEBR APPL
, pp. 751774, 2011
Blocktriangular preconditioners for PDEconstrained optimization
(
Citations: 5
)
Tyrone Rees
,
Martin Stoll
Journal:
Numerical Linear Algebra With Applications  NUMER LINEAR ALGEBR APPL
, 2010
On the convergence of general stationary iterative methods for rangeHermitian singular linear systems
(
Citations: 6
)
Naimin Zhang
,
YiMin Wei
Journal:
Numerical Linear Algebra With Applications  NUMER LINEAR ALGEBR APPL
, vol. 17, no. 1, pp. 139154, 2010