On multigrid for linear complementarity problems with application to american-style options

Research output: Contribution to journalArticleScientific

77 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)165-185
Number of pages21
JournalElectronic Transactions on Numerical Analysis
Volume15
Publication statusPublished - 2003

Keywords

  • Vakpubl., Overig wet. > 3 pag

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