"A Newton-Krylov method with a tridiagonal preconditioner for American ..."

Xu Chen, Ru-Lin Ding, Siu-Long Lei (2026)

> Home

Details and statistics

DOI: 10.1016/J.MATCOM.2026.05.027

access: closed

type: Journal Article

metadata version: 2026-06-17

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mcs/ChenDL26
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mcs/ChenDL26
Xu Chen, Ru-Lin Ding, Siu-Long Lei:
A Newton-Krylov method with a tridiagonal preconditioner for American option pricing under jump-diffusion model with transaction costs. Math. Comput. Simul. 249: 369-391 (2026)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.