scientific article
DOI10.16783/j.cnki.nwnuz.2017.03.002zbMath1399.65250MaRDI QIDQ3131833
Xiao-Ting Gan, Sheng Liu, Ying Yang
Publication date: 29 January 2018
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
finite element methodlinear complementarity problemsAmerican optionprojected successive overrelaxationmodulus-based successive overrelaxation
Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Derivative securities (option pricing, hedging, etc.) (91G20) Iterative numerical methods for linear systems (65F10) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
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