中国科学院数学与系统科学研究院期刊网
A Fixed Point Method for the Linear Complementarity Problem Arising from American Option Pricing
Xian-Jun SHI, Lei YANG, Zheng-Hai HUANG
A Fixed Point Method for the Linear Complementarity Problem Arising from American Option Pricing
Xian-Jun SHI, Lei YANG, Zheng-Hai HUANG
应用数学学报(英文版) . 2016, (4): 921 -932 .  DOI: 10.1007/s10255-016-0613-6