A fixed point method for the linear complementarity problem arising from American option pricing (Q519227)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A fixed point method for the linear complementarity problem arising from American option pricing |
scientific article; zbMATH DE number 6700439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fixed point method for the linear complementarity problem arising from American option pricing |
scientific article; zbMATH DE number 6700439 |
Statements
A fixed point method for the linear complementarity problem arising from American option pricing (English)
0 references
4 April 2017
0 references
American option pricing
0 references
finite difference method
0 references
fixed point method
0 references
linear complementarity problem
0 references
0 references
0 references
0 references
0 references
