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On multigrid for linear complementarity problems with application to American-style options
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2003
Journal Article
Titel
On multigrid for linear complementarity problems with application to American-style options
Author(s)
Oosterlee, C.W.
Zeitschrift
Electronic transactions on numerical analysis
Language
English
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Fraunhofer-Institut für Algorithmen und Wissenschaftliches Rechnen SCAI