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  4. On multigrid for linear complementarity problems with application to American-style options
 
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2003
Journal Article
Title

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

Author(s)
Oosterlee, C.W.
Journal
Electronic transactions on numerical analysis  
Language
English
Fraunhofer-Institut für Algorithmen und Wissenschaftliches Rechnen SCAI  
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