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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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Détails bibliographiques
Auteurs principaux:	Gande, Martin J., Liao, Si-Wei, Lu, Liu-Di
Format:	Preprint
Publié:	2026
Sujets:	Numerical Analysis
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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