A Fixed Point Method for the Linear Complementarity Problem Arising from American Option Pricing

Xian-Jun SHI, Lei YANG, Zheng-Hai HUANG

Acta Mathematicae Applicatae Sinica(English Series) ›› 2016, Vol. 32 ›› Issue (4) : 921-932.

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中国科学院数学与系统科学研究院期刊网
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Acta Mathematicae Applicatae Sinica(English Series) ›› 2016, Vol. 32 ›› Issue (4) : 921-932. DOI: 10.1007/s10255-016-0613-6
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A Fixed Point Method for the Linear Complementarity Problem Arising from American Option Pricing

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2016, 32(4): 921-932 https://doi.org/10.1007/s10255-016-0613-6

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