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1 Ergebnisse
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Lattice Boltzmann method for the linear complementarity pro..:
Wu, Fangfang
;
Zhang, Yi
;
Wang, Yingying
.
Journal of Physics A: Mathematical and Theoretical. 57 (2024) 30 - p. 305201 , 2024
Link:
https://doi.org/10.1088/1751-8121/ad5e4a
RT Journal T1 <Title>Lattice Boltzmann method for the linear complementarity problem arising from American option pricing</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1088_1751-8121_ad5e4a&Exemplar=1&LAN=DE A1 Wu, Fangfang A1 Zhang, Yi A1 Wang, Yingying A1 Zhang, Qi PB IOP Publishing YR 2024 SN 1751-8113 SN 1751-8121 JF Journal of Physics A: Mathematical and Theoretical VO 57 IS 30 SP 305201 LK http://dx.doi.org/https://doi.org/10.1088/1751-8121/ad5e4a DO https://doi.org/10.1088/1751-8121/ad5e4a SF ELIB - SuUB Bremen
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