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  • Search: subject:"Krylov methods"
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Year of publication
Subject
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Krylov methods 2 GPU computing 1 Julia 1 Krylov processes 1 Mathematical programming 1 Mathematics 1 Mathematik 1 Mathematische Optimierung 1 Multivariate option pricing 1 Theorie 1 Theory 1 finite difference methods 1 numerical linear algebra 1 parallel Krylov methods 1 sparse linear systems 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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KËLLEZI, Evis 1 Montoison, Alexis 1 Orban, Dominique 1 PAULETTO, Giorgio 1
Institution
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Swiss Finance Institute 1
Published in...
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FAME Research Paper Series 1 Les cahiers du GERAD 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Krylov.jl : a Julia basket of hand-picked Krylov methods
Montoison, Alexis; Orban, Dominique - 2023 - Revised: February 2023
Persistent link: https://www.econbiz.de/10014226724
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Serial and Parallel Krylov Methods for Implicit Finite Difference Schemes Arising in Multivariate Option Pricing
KËLLEZI, Evis; PAULETTO, Giorgio - Swiss Finance Institute - 2001
(also called Krylov methods) for the solution of the large and sparse linear systems arising while using implicit methods …. Krylov methods are investigated both in serial and in parallel implementations. Computational results show that the parallel …
Persistent link: https://www.econbiz.de/10005612061
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