2 papers
math.RA2025
The Bott-Duffin drazin inverse and its application
Lu Zheng, Xiangyu Zhang, Kezheng Zuo +1
The paper introduce a new type of generalized inverse, called Bott-Duffin drazin inverse (or, in short, BDD-inverse) of a complex square matrix, and give some of its properties, ch…
q-fin.CP2015
Pricing Two-asset Options under Exponential Lévy Model Using a Finite Element Method
Xun Li, Ping Lin, Xue-Cheng Tai +1
This article presents a finite element method (FEM) for a partial integro-differential equation (PIDE) to price two-asset options with underlying price processes modeled by an expo…