{"title":"On SMSNSSOR iteration method for solving complex symmetric linear systems","authors":"Xue-Qin Long, Nai-Min Zhang, Xiang Yuan","doi":"10.1080/00207160.2024.2361064","DOIUrl":"https://doi.org/10.1080/00207160.2024.2361064","url":null,"abstract":"In this paper, we extend SMSNS [Pourbagher M, Salkuyeh DK. On the solution of a class of complex symmetric linear systems. Appl Math Lett. 2018;76:14–20.] iteration method for solving a class of co...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-05-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141509701","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On the numerical solution of weakly singular integral equations of the first kind using a regularized projection method","authors":"Tahar Bechouat, Nadjib Boussetila","doi":"10.1080/00207160.2024.2358119","DOIUrl":"https://doi.org/10.1080/00207160.2024.2358119","url":null,"abstract":"This study investigates a numerical method based on the Jacobi–Gauss quadrature for solving Fredholm integral equations of the first kind with a weakly singular kernel by combining the Tikhonov reg...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141509702","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Anna Clevenhaus, Claudia Totzeck, Matthias Ehrhardt
{"title":"A gradient-based calibration method for the Heston model","authors":"Anna Clevenhaus, Claudia Totzeck, Matthias Ehrhardt","doi":"10.1080/00207160.2024.2353189","DOIUrl":"https://doi.org/10.1080/00207160.2024.2353189","url":null,"abstract":"The Heston model is a well-known two-dimensional financial model. Because the Heston model contains implicit parameters that cannot be determined directly from real market data, calibrating the par...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-05-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141531036","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}