scientific article; zbMATH DE number 2110458

MaRDI QIDQ4822982zbMATH OpenFDO

Authors M. D. Koulisianis, Theodore S. Papatheodorou

Publication date 26 October 2004

zbMATH Keywords

direct methodsProjected Successive OverRelaxation (PSOR)

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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