scientific article

zbMath1340.91141MaRDI QIDQ3194425

Xiao-Ting Gan, Jun-Feng Yin

Publication date: 28 October 2015

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

linear complementarity problemsAmerican optionprojected successive overrelaxationmodulus methodsquadratic finite volume method

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) Finite volume methods for initial value and initial-boundary value problems involving PDEs (65M08)

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