Spike T. Lee

Publication Activity (10 Years)

Years Active: 2010-2014
Publications (10 Years): 0

Top Topics

Problems In Image Processing

Hamilton Jacobi

Top Venues

J. Comput. Appl. Math.

Numer. Linear Algebra Appl.

Publications

Spike T. Lee, Jun Liu, Hai-Wei Sun
Combined compact difference scheme for linear second-order partial differential equations with mixed derivative. J. Comput. Appl. Math. 264 (2014)
Raymond H. Chan, Spike T. Lee, Hai-Wei Sun
Boundary value methods for transient solutions of queueing networks with variant vacation policy. J. Comput. Appl. Math. 236 (16) (2012)
Spike T. Lee, Xin Liu, Hai-Wei Sun
Fast exponential time integration scheme for option pricing with jumps. Numer. Linear Algebra Appl. 19 (1) (2012)
Shu-Ling Yang, Spike T. Lee, Hai-Wei Sun
Boundary value methods with the Crank-Nicolson preconditioner for pricing options in the jump-diffusion model. Int. J. Comput. Math. 88 (8) (2011)
Spike T. Lee, Hong-Kui Pang, Hai-Wei Sun
Shift-Invert Arnoldi Approximation to the Toeplitz Matrix Exponential. SIAM J. Sci. Comput. 32 (2) (2010)