2 citations · 3 across the 3 of their papers we have counts for
5 papers
Inverse properties of a class of pentadiagonal matrices related to higher order difference operators
Bakytzhan Kurmanbek, Yogi Erlangga, Yerlan Amanbek
This paper analyzes the convergence of fixed-point iterations of the form u = f(u) and the properties of the inverse of the related pentadiagonal matrices, associated with the four…
Inverse properties of a class of seven-diagonal (near) Toeplitz matrices
Bakytzhan Kurmanbek, Yogi Erlangga, Yerlan Amanbek
This paper discusses the explicit inverse of a class of seven-diagonal (near) Toeplitz matrices, which arises in the numerical solutions of nonlinear fourth-order differential equa…
Finite element solutions of the nonlinear RAPM Black-Scholes model
Dongming Wei, Yogi Ahmad Erlangga, Andrey Pak +1
his paper presents finite element methods for solving numerically the Risk-Adjusted Pricing Methodology (RAPM) Black-Scholes model for option pricing with transaction costs. Spatia…
A Finite Element Approach to the Numerical Solutions of Leland's Mode
Dongming Wei, Yogi Ahmad Erlangga, Gulzat Zhumakhanova
In this paper, finite element method is applied to Leland's model for numerical simulation of option pricing with transaction costs. Spatial finite element models based on P1 and/o…
A proof of Anđelić-Fonseca conjectures on the determinant of some Toeplitz matrices and their generalization
Bakytzhan Kurmanbek, Yerlan Amanbek, Yogi Erlangga
We present a proof of determinant of special nonsymmetric Toeplitz matrices conjectured by Anđelić and Fonseca in \cite{andjelic2020some}. A proof is also demonstrated for a more g…