Power penalty method for a linear complementarity problem arising from American option valuation (Q2370044)
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scientific article; zbMATH DE number 5166353
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| English | Power penalty method for a linear complementarity problem arising from American option valuation |
scientific article; zbMATH DE number 5166353 |
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Power penalty method for a linear complementarity problem arising from American option valuation (English)
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21 June 2007
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0.9162907004356384
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0.8888921141624451
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0.870795726776123
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0.8568814396858215
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0.8566945791244507
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