A fixed point method for the linear complementarity problem arising from American option pricing (Q519227)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fixed point method for the linear complementarity problem arising from American option pricing |
scientific article |
Statements
A fixed point method for the linear complementarity problem arising from American option pricing (English)
0 references
4 April 2017
0 references
