Accurate singular values of a class of parameterized negative matrices von Huang, Rong, Xue, Jungong

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Computing exponentials of essentially non-negative matrices entrywise to high relative accuracy von XUE, JUNGONG, YE, QIANG

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Path-wise Monte Carlo simulation for Greeks of worst-of-all autocallables under multi-variate Black-Scholes model von Hu, Xiaobo, Xue, Jungong, Yu, Xiandi

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Multilevel Monte Carlo Method for Path-Dependent Barrier Interest Rate Derivatives von Zeng, Ailing, Xue, Jungong

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Accurate numerical solution for structured M-matrix algebraic Riccati equations von Liu, Changli, Wang, Wei-Guo, Xue, Jungong, Li, Ren-Cang

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Accurate Numerical Solution for Shifted M-Matrix Algebraic Riccati Equations von Liu, Changli, Xue, Jungong, Li, Ren-Cang

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Complex Nonsymmetric Algebraic Riccati Equations Arising in Markov Modulated Fluid Flows von Liu, Changli, Xue, Jungong

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Transient Analysis of Fluid Flow Models via Matrix Decomposition von Liu, Changli, Xue, Jungong

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Accurate computation of the smallest eigenvalue of a diagonally dominant M-matrix von Alfa, Attahiru Sule, Xue, Jungong, Ye, Qiang

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Highly accurate doubling algorithms for M-matrix algebraic Riccati equations von Xue, Jungong, Li, Ren-Cang

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Aggressively Truncated Taylor Series Method for Accurate Computation of Exponentials of Essentially Nonnegative Matrices von Shao, Meiyue, Gao, Weiguo, Xue, Jungong

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Accurate solutions of M-matrix algebraic Riccati equations von Xue, Jungong, Xu, Shufang, Li, Ren-Cang

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Entrywise perturbation theory for diagonally dominant M-matrices with applications von Alfa, Attahiru Sule, Xue, Jungong, Ye, Qiang

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Blockwise perturbation theory for nearly uncoupled Markov chains and its application von Xue, Jungong

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Tail Probability of Low-Priority Queue Length in a Discrete-Time Priority BMAP/PH/1 Queue von Xue, Jungong, Alfa, Attahiru Sule

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Accurate solutions of M-matrix Sylvester equations von Xue, Jungong, Xu, Shufang, Li, Ren-Cang

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Rayleigh--Ritz Approximation For the Linear Response Eigenvalue Problem von Zhang, Lei-Hong, Xue, Jungong, Li, Ren-Cang

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Perturbation Analysis of Structured Least Squares Problems and Its Application in Calibration of Interest Rate Term Structure von Chen Zhao Weiguo Gao Jungong Xue

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Perturbation theory for the asymptotic decay rates in the queues with Markovian arrival process and/or Markovian service process von ATTAHIRU SULE ALFA, JUNGONG XUE, QIANG YE

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Performance enhancement of doubling algorithms for a class of complex nonsymmetric algebraic Riccati equations von Guo, C.-H., Liu, C., Xue, J.

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