A fixed point method for the linear complementarity problem arising from American option pricing (Q519227)
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scientific article; zbMATH DE number 6700439
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A fixed point method for the linear complementarity problem arising from American option pricing |
scientific article; zbMATH DE number 6700439 |
Statements
A fixed point method for the linear complementarity problem arising from American option pricing (English)
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4 April 2017
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American option pricing
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finite difference method
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fixed point method
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linear complementarity problem
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0.8558855652809143
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0.8554858565330505
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0.8077651262283325
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