A fixed point method for the linear complementarity problem arising from American option pricing (Q519227): Difference between revisions

@@ Property / author @@
+Lei Yang
@@ Property / author: Lei Yang / rank @@
+Normal rank
@@ Property / author @@
+Zheng-Hai Huang
@@ Property / author: Zheng-Hai Huang / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C33
@@ Property / Mathematics Subject Classification ID: 90C33 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+N06
@@ Property / Mathematics Subject Classification ID: 65N06 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6700439
@@ Property / zbMATH DE Number: 6700439 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+American option pricing
@@ Property / zbMATH Keywords: American option pricing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+finite difference method
@@ Property / zbMATH Keywords: finite difference method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+fixed point method
@@ Property / zbMATH Keywords: fixed point method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+linear complementarity problem
@@ Property / zbMATH Keywords: linear complementarity problem / rank @@
+Normal rank

A fixed point method for the linear complementarity problem arising from American option pricing (Q519227): Difference between revisions

Revision as of 04:56, 1 July 2023

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Mathematics(0 entries)