Last update: Fri Mar 23 02:13:54 MDT 2018
@Article{Pang:2012:TDP,
author = "Hong-Kui Pang and Ying-Ying Zhang and Xiao-Qing Jin",
title = "Tri-diagonal preconditioner for pricing options",
journal = j-J-COMPUT-APPL-MATH,
volume = "236",
number = "17",
pages = "4365--4374",
month = nov,
year = "2012",
CODEN = "JCAMDI",
ISSN = "0377-0427 (print), 1879-1778 (electronic)",
ISSN-L = "0377-0427",
bibdate = "Sat Feb 25 13:24:36 MST 2017",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jcomputapplmath2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S037704271200163X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Computational and Applied Mathematics",
journal-URL = "http://www.sciencedirect.com/science/journal/03770427",
}