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

  26909 2470 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

  38034 4378 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

  36691 3032 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

  45501 3294 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

  42757 3133 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

  40428 5109 Pages:102-121

• Partitioned Dashnic-Zusmanovich Type Matric with Applications

  Wenlong Zeng, Jianzhou Liu

  2024-04-16

  21515 2018 Pages:342-370

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

  Ljiljana Cvetković, Vladimir Kostić, Ernest Šanca & Abear Saed

  2018-09-17

  40609 3176 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

  40226 4698 Pages:126-138