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]
@inproceedings{KoulisianisP03,
title = {Valuation of American Options Using Direct, Linear Complementarity-Based Methods},
author = {Minas D. Koulisianis and Theodore S. Papatheodorou},
year = {2003},
url = {http://springerlink.metapress.com/openurl.asp?genre=article&issn=0302-9743&volume=2669&spage=178},
tags = {rule-based},
researchr = {https://researchr.org/publication/KoulisianisP03},
cites = {0},
citedby = {0},
pages = {178-188},
booktitle = {Computational Science and Its Applications - ICCSA 2003, International Conference, Montreal, Canada, May 18-21, 2003, Proceedings, Part III},
editor = {Vipin Kumar and Marina L. Gavrilova and Chih Jeng Kenneth Tan and Pierre L Ecuyer},
volume = {2669},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {3-540-40156-3},
}