Funding for this research was provided by:
education department project of Liaoning Province (LJKMZ20220484)
National Natural Science Foundation of China (62103289)
Article Title: Lattice Boltzmann method for the linear complementarity problem arising from American option pricing
Journal Title: Journal of Physics A: Mathematical and Theoretical
Article Type: paper
Copyright Information: © 2024 IOP Publishing Ltd. All rights, including for text and data mining, AI training, and similar technologies, are reserved.
Publication dates
Date Received: 2023-12-18
Date Accepted: 2024-07-02
Online publication date: 2024-07-11