On multigrid for linear complementarity problems with application to American-style options (Q1407712)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On multigrid for linear complementarity problems with application to American-style options |
scientific article; zbMATH DE number 1982988
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On multigrid for linear complementarity problems with application to American-style options |
scientific article; zbMATH DE number 1982988 |
Statements
On multigrid for linear complementarity problems with application to American-style options (English)
0 references
17 September 2003
0 references
linear complementarity problems
0 references
American-style options
0 references
nonlinear multigrid
0 references
projected Gauss-Seidel
0 references
iterant recombination
0 references
second-order upwind discretizations
0 references
convection-diffusion equation
0 references
numerical examples
0 references
convergence
0 references
0.8382697701454163
0 references
0.8204578161239624
0 references
0.8193148970603943
0 references
0.8011135458946228
0 references
0.794189453125
0 references
