Items where Author is "Wei, Sin Koh"
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Article
Wei, Sin Koh and Jumat Sulaiman and Rasid Mail (2010) Quarter-sweep improving Modified Gauss-Seidel Method for Pricing European Option. MATEMATIKA, 26 (3). pp. 179-185. ISSN 0127-8274
Wei , Sin Koh and Mohana Sundaram Muthuvalu, and Elayaraja Aruchunan, and Jumat Sulaiman, (2014) Valuing option on the maximum of two assets using improving modified Gauss-Seidel method. AIP Conference Proceedings, 1605. pp. 161-166. ISSN 0094243X