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Ojarikre, H. and Mamadu, E. (2022) Time Discretized Variational Iteration Method for the Stochastic Volatility Process with Jumps. Advances in Pure Mathematics, 12, 693-700.
https://doi.org/10.4236/apm.2022.1211052

has been cited by the following article:

• TITLE: Another SSOR Iteration Method

  AUTHORS: Thomas Smotzer, John Buoni

  KEYWORDS: Matrix Splitting, SSOR Iteration, KSSOR Iteration Method, Kellogg-Type SSOR Iteration, Cyclic Reduction

  JOURNAL NAME: American Journal of Computational Mathematics, Vol.14 No.2, June 18, 2024

  ABSTRACT: Kellogg gave a version of the Peaceman-Radford method. In this paper, we introduce a SSOR iteration method which uses Kellogg’s method. The new algorithm has some advantages over the traditional SSOR algorithm. A Cyclic Reduction algorithm is introduced via a decoupling in Kellogg’s method.