Pages that link to "Item:Q519227"

The following pages link to A fixed point method for the linear complementarity problem arising from American option pricing (Q519227):

Displaying 17 items.

• Two-sweep modulus-based matrix splitting iteration methods for linear complementarity problems (Q268353) (← links)
• A HODIE finite difference scheme for pricing American options (Q667962) (← links)
• The block principal pivoting algorithm for the linear complementarity problem with an \(M\)-matrix (Q781116) (← links)
• Fast and accurate calculation of American option prices (Q1715613) (← links)
• Newton-based matrix splitting method for generalized absolute value equation (Q2029446) (← links)
• A class of new modulus-based matrix splitting methods for linear complementarity problem (Q2136881) (← links)
• The convergence of modulus-based matrix splitting iteration methods for implicit complementarity problems (Q2141569) (← links)
• General fixed-point method for solving the linear complementarity problem (Q2142788) (← links)
• The reduced order method for solving the linear complementarity problem with an \(M\)-matrix (Q2172919) (← links)
• The convergence of a modulus-based matrix splitting iteration method for solving the implicit complementarity problems (Q2700131) (← links)
• Two-Step Two-Sweep Modulus-Based Matrix Splitting Iteration Method for Linear Complementarity Problems (Q5094717) (← links)
• Momentum acceleration-based matrix splitting method for solving generalized absolute value equation (Q6056603) (← links)
• Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)
• A modified Barzilai-Borwein algorithm for the generalized absolute value equation (Q6161275) (← links)
• The Order-p Tensor Linear Complementarity Problem for Images Deblurring (Q6489309) (← links)
• Lattice Boltzmann method for the linear complementarity problem arising from American option pricing (Q6577172) (← links)
• Convergence of the two-point modulus-based matrix splitting iteration method (Q6613309) (← links)