A projected algebraic multigrid method for linear complementarity problems (Q4900837)
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scientific article; zbMATH DE number 6129301
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| English | A projected algebraic multigrid method for linear complementarity problems |
scientific article; zbMATH DE number 6129301 |
Statements
A Projected Algebraic Multigrid Method for Linear Complementarity Problems (English)
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24 January 2013
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linear complementarity problem
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algebraic multigrid
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american options
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obstacle problems
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financial engineering
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0.8201523423194885
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0.7827111482620239
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