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

CW Oosterlee

Research output: Contribution to journal › Article › Scientific

Original language	Undefined/Unknown
Pages (from-to)	165-185
Number of pages	21
Journal	Electronic Transactions on Numerical Analysis
Volume	15
Publication status	Published - 2003

Keywords

@article{89f9a08b90704c65ae6853449bc4ecba,

title = "On multigrid for linear complementarity problems with application to american-style options",

keywords = "Vakpubl., Overig wet. > 3 pag",

author = "CW Oosterlee",

year = "2003",

language = "Undefined/Unknown",

volume = "15",

pages = "165--185",

journal = "Electronic Transactions on Numerical Analysis",

issn = "1068-9613",

publisher = "Kent State University",

}