Numerical Methods for Linear Complementary Problem

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：zz_mars

【摘要】

：

We studied project LU(UL)matrix decomposition method and Modulus-based matrix splitting method for the linear complementary problem discreted from the model for pricing American option.

【作者】

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Yin Jun-Feng

【机构】

：

Tongji Univ.

【出处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年5期

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　　We studied project LU(UL)matrix decomposition method and Modulus-based matrix splitting method for the linear complementary problem discreted from the model for pricing American option.

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