Schwarz Modulus Based Matrix Splittings with Minimal Polynomial Extrapolation Acceleration for linear complementarity problems arising from American option pricing

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gande, Martin J., Liao, Si-Wei, Lu, Liu-Di
Format:	Preprint
Published:	2026
Subjects:	Numerical Analysis
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2605.22315