On power penalty methods for linear complementarity problems arising from American option pricing
Crossref DOI link: https://doi.org/10.1007/s10898-015-0291-6
Published Online: 2015-03-17
Published Print: 2015-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sun, Zhe
Liu, Zhe
Yang, Xiaoqi
Text and Data Mining valid from 2015-03-17