Primal-Dual Active-Set Method for the Valuation Of American Exchange Options (Q6139023)
From MaRDI portal
scientific article; zbMATH DE number 7779869
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Primal-Dual Active-Set Method for the Valuation Of American Exchange Options |
scientific article; zbMATH DE number 7779869 |
Statements
Primal-Dual Active-Set Method for the Valuation Of American Exchange Options (English)
0 references
18 December 2023
0 references
American exchange option
0 references
linear complementarity problem
0 references
finite element method
0 references
primal-dual active-set method
0 references
0 references
0 references
0 references
0 references
0 references
