Open AccessOption pricing and linear complementarity
Author(s) -
Jacqueline Huang,
JongShi Pang
Publication year - 1998
Publication title -
the journal of computational finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.677
H-Index - 14
eISSN - 1755-2850
pISSN - 1460-1559
DOI - 10.21314/jcf.1998.018
Subject(s) - linear complementarity problem , discretization , complementarity (molecular biology) , partial differential equation , computer science , mathematical optimization , complementarity theory , mathematics , numerical analysis , finite difference , finite difference method , mixed complementarity problem , mathematical economics , nonlinear system , mathematical analysis , physics , quantum mechanics , biology , genetics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom