scientific article; zbMATH DE number 7071287
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Publication:5381659
DOI10.13413/J.CNKI.JDXBLXB.2018.04.12zbMath1424.91164MaRDI QIDQ5381659
Quan-Yu Dou, Dengguo Xu, Xiao-Ting Gan
Publication date: 21 June 2019
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
linear complementarity problemfinite difference schememodulus-based matrix splitting iteration methodAmerican bond option model
Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)
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