Search Results

• Primal-Dual Active-Set Method for the Valuation of American Exchange Options

  Xin Wen, Haiming Song, Rui Zhang, Yutian Li

  2023-10-23

  27038 2513 Pages:858-885

• A New Preconditioned Generalised AOR Method for the Linear Complementarity Problem Based on a Generalised Hadjidimos Preconditioner

  Cuiyu Liu, Chenliang Li

  2018-02-09

  38136 4408 Pages:94-107

• Primal-Dual Active Set Method for American Lookback Put Option Pricing

  Haiming Song, Xiaoshen Wang, Kai Zhang, Qi Zhang

  2018-03-19

  36793 3059 Pages:603-614

• Norm Estimates for the Inverses of Strictly Diagonally Dominant $M$-Matrices and Linear Complementarity Problems

  Yebo Xiong, Jianzhou Liu

  2021-05-26

  45620 3341 Pages:487-514

• SOR-Like Iteration Methods for Second-Order Cone Linear Complementarity Problems

  Zhizhi Li, Yifen Ke, Huai Zhang, Risheng Chu

  2020-04-01

  42891 3166 Pages:295-315

• A Relaxation Two-Sweep Modulus-Based Matrix Splitting Iteration Method for Linear Complementarity Problems

  Xiaofei Peng, Meng Wang, Wen Li

  2019-01-07

  40569 5184 Pages:102-121

• Partitioned Dashnic-Zusmanovich Type Matric with Applications

  Wenlong Zeng, Jianzhou Liu

  2024-04-16

  21635 2068 Pages:342-370

• Error Control Based on the Novel Proof of Convergence of the MSMAOR Methods for the LCP

  Ljiljana Cvetkovic, Vladimir Kostic, Ernest Sanca, Abear Saed

  2018-09-17

  40738 3210 Pages:352-364

• A Robust Spectral Method for Pricing of American Put Options on Zero-Coupon Bonds

  Edson Pindza, Kailash C. Patidar

  2018-09-17

  40361 4770 Pages:126-138