Follow
Wei Sin Koh
Title
Cited by
Cited by
Year
An Iterative Solution for Second Order Linear Fredholm Integro-Differential Equations
E Aruchunan, S Muthuvalu, J Sulaiman, WS Koh, MK Md. Akhir
MALAYSIAN JOURNAL OF MATHEMATICAL SCIENCES 8 (2), 157-170, 2014
92014
Numerical Solution for 2 D European Option Pricing Using Quarter-Sweep Modified Gauss-Seidel Method
KW Sin, J Sulaiman, R Mail
Journal of Mathematics & Statistics 8 (1), 2012
72012
Quarter-Sweep Improving Modified Gauss-Seidel Method for Pricing European Option
WS Koh, J Sulaiman, R Mail
MATEMATIKA 26 (2), 179-185, 2010
62010
Quarter-sweep projected modified Gauss-Seidel algorithm applied to linear complementarity problem
WS Koh, J Sulaiman, R Mail
American Journal of Applied Sciences 7 (6), 790, 2010
62010
Quarter Sweep Gauss-Seidel method using Crank-Nicolson approach for European put option pricing
WS Koh, J Sulaiman
Second International Conference and Workshops on Basic and Applied Sciences …, 2009
42009
Forecasting stock price using arma model
WS Koh, HS Heng, CZ Wong, PL Lai, C Dass
INTI JOURNAL 2020 (59), 2020
22020
Quarter-Sweep Modified Gauss-Seidel method using Crank-Nicolson approach for European put option pricing
WS Koh, J Sulaiman
5th Asian Mathematical Conference, 261-267, 2009
22009
Pricing Asian Option by Solving Black–Scholes PDE Using Gauss–Seidel Method
WS Koh, RR Ahmad, SH Jaaman, J Sulaiman
Proceedings of the Third International Conference on Computing, Mathematics …, 2019
12019
Numerical performance of AOR methods in solving first order composite closed Newton-Cotes quadrature algebraic equations
MS Muthuvalu, E Aruchunan, WS Koh, MKM Akhir, J Sulaiman, ...
AIP Conference Proceedings 1605, 64-69, 2014
12014
Development of Red-Black Gauss-Seidel Algorithm for Efficiently Pricing Fixed Strike Asian Options based on Arithmetic Average
WS Koh, SH Jaaman, RR Ahmad, J Sulaiman
International Journal of Engineering Trends and Technology 71 (11), 181-189, 2023
2023
The Relationship Between the Distance from University and the Participation of INTI International University Students
XL Leong, KY Lim, LBH Yeoh, KS Phang, CK Wong, WS Koh
INTI Journal 1 (42), 2018
2018
Valuing option on the maximum of two assets using improving modified Gauss-Seidel method
WS Koh, MS Muthuvalu, E Aruchunan, J Sulaiman
AIP Conference Proceedings 1605 (1), 161-166, 2014
2014
Numerical Performance of a Family of Preconditioned Gauss-Seidel Methods for One Two Asset Standard Option Pricings
WS Koh
Universiti Malaysia Sabah, 2012
2012
Nine point rotated scheme with HSPMGS method to solve 2D American option pricing
WS Koh, J Sulaiman, R Mail
The International Conference on Numerical Analysis & Optimization (ICeMATH 2011), 2011
2011
Modified Gauss-Seidel iterative method applied to 1D PDEs in option pricing
WS Koh, J Sulaiman, R Mail
Proceedings of the 3rd SANREM conference, 2010
2010
Pricing 2D European Option Using Quarter-Sweep Gauss-Seidel Method
WS Koh, J Sulaiman, R Mail
2nd International Conference on Mathematical Sciences, 2010
2010
Quarter-Sweep Projected Gauss-Seidel iterative method for American option valuation
WS Koh, J Sulaiman, R Mail
4th International Conference on Research and Education in Mathematics, 654-658, 2009
2009
Improving Modified Gauss-Seidel method using Crank-Nicolson approach for European put option pricing
WS Koh, J Sulaiman
Seminar on Science and Technology 2008, 68-74, 2008
2008
Improving Modified Gauss-Seidel Method for Solving Black-Scholes PDE Using Crank-Nicolson Approach
WS Koh
Universiti Malaysia Sabah, 2008
2008
The system can't perform the operation now. Try again later.
Articles 1–19