"Semismooth Newton methods with domain decomposition for American options."

Hong-Jie Zhao, Haijian Yang (2018)

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DOI: 10.1016/J.CAM.2017.12.046

access: closed

type: Journal Article

metadata version: 2020-02-20

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Hong-Jie Zhao, Haijian Yang:
Semismooth Newton methods with domain decomposition for American options. J. Comput. Appl. Math. 337: 37-50 (2018)

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