This paper presents a European option pricing model by applying the Model-Order-Reduction (MOR) method. A European option pricing theorem based on Black–Scholes' equation is implemented by the Finite-Difference Method (FDM). However, the numerical models generated by the FDM could be...

Techniques for estimating the condition number of a nonsingular matrix are developed. It is shown that Hager’s 1-norm condition number estimator is equivalent to the conditional gradient algorithm applied to the problem of maximizing the 1-norm of a matrix-vector product over the unit sphere...

In this work we study the condition number of the least square matrix corresponding to scale free networks. We compute a theoretical lower bound of the condition number which proves that they are ill conditioned. Also, we analyze several matrices from networks generated with Linear Preferential...