Jitse Niesen

School of Mathematics, University of Leeds

Lecturer

Leeds LS2 9JT

United Kingdom

http://www.maths.leeds.ac.uk/~jitse/

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A Krylov Subspace Method for Option Pricing

Number of pages: 22 Posted: 30 Mar 2011

Jitse Niesen and Will M. Wright

School of Mathematics, University of Leeds and University of Melbourne - Centre for Actuarial Studies

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