
Items where Author is "Koh, Wei Sin"
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Number of items: 2.
Academic Exercise
Koh, Wei Sin (2008) Improving Modified Gauss-Seidel method for solving Black- Scholes PDE using Crank-Nicolson approach. Universiti Malaysia Sabah. (Unpublished)
Thesis
Koh, Wei Sin (2012) Numerical performance of a family of preconditioned gauss-seidel methods for one and two asset standard option pricings. Masters thesis, Universiti Malaysia Sabah.