A fixed point method for the linear complementarity problem arising from american option pricing
Crossref DOI link: https://doi.org/10.1007/s10255-016-0613-6
Published Online: 2016-10-01
Published Print: 2016-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Shi, Xian-Jun
Yang, Lei
Huang, Zheng-Hai
License valid from 2016-10-01