3 papers
q-fin.CP2024
Isogeometric Analysis for the Pricing of Financial Derivatives with Nonlinear Models: Convertible Bonds and Options
Rakhymzhan Kazbek, Yogi Erlangga, Yerlan Amanbek +1
Computational efficiency is essential for enhancing the accuracy and practicality of pricing complex financial derivatives. In this paper, we discuss Isogeometric Analysis (IGA) fo…
math.NA2024
Explicit inverse of symmetric, tridiagonal near Toeplitz matrices Part II: with weakly diagonally dominant Toeplitz
Bakytzhan Kurmanbek, Yogi Erlangga, Yerlan Amanbek
In this paper, we provide explicit formulas for the exact inverses of the symmetric tridiagonal near-Toeplitz matrices characterized by weak diagonal dominance in the Toeplitz part…
math.NA2024
Explicit inverse of symmetric, tridiagonal near Toeplitz matrices with strictly diagonally dominant Toeplitz part
Bakytzhan Kurmanbek, Yogi Erlangga, Yerlan Amanbek
This study investigates tridiagonal near-Toeplitz matrices in which the Toeplitz part is strictly diagonally dominant. The focus is on determining the exact inverse of these matric…