"Valuation of American Options Using Direct, Linear Complementarity-Based ..."

Minas D. Koulisianis, Theodore S. Papatheodorou (2003)

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DOI: 10.1007/3-540-44842-X_19

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-24

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Minas D. Koulisianis, Theodore S. Papatheodorou:
Valuation of American Options Using Direct, Linear Complementarity-Based Methods. ICCSA (3) 2003: 178-188

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