Minas D. Koulisianis, Theodore S. Papatheodorou. Valuation of American Options Using Direct, Linear Complementarity-Based Methods. In Vipin Kumar, Marina L. Gavrilova, Chih Jeng Kenneth Tan, Pierre L Ecuyer, editors, Computational Science and Its Applications - ICCSA 2003, International Conference, Montreal, Canada, May 18-21, 2003, Proceedings, Part III. Volume 2669 of Lecture Notes in Computer Science, pages 178-188, Springer, 2003. [doi]
Abstract is missing.