Methods for Pricing American Options under Regime Switching
Huang, Y., Forsyth, P. A., Labahn, G.
Published in SIAM journal on scientific computing (01.01.2011)
Published in SIAM journal on scientific computing (01.01.2011)
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Journal Article
A numerical PDE approach for pricing callable bonds
D'Halluin, Y., Forsyth, P.A., Vetzal, K.R., Labahn, G.
Published in Applied mathematical finance. (01.03.2001)
Published in Applied mathematical finance. (01.03.2001)
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Journal Article
Fraction-free row reduction of matrices of Ore polynomials
Beckermann, Bernhard, Cheng, Howard, Labahn, George
Published in Journal of symbolic computation (01.05.2006)
Published in Journal of symbolic computation (01.05.2006)
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Journal Article
A Uniform Approach for the Fast Computation of Matrix-Type Padé Approximants
Beckermann, Bernhard, Labahn, George
Published in SIAM journal on matrix analysis and applications (01.07.1994)
Published in SIAM journal on matrix analysis and applications (01.07.1994)
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Journal Article
Recursiveness in matrix rational interpolation problems
Beckermann, Bernhard, Labahn, George
Published in Journal of computational and applied mathematics (01.01.1997)
Published in Journal of computational and applied mathematics (01.01.1997)
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