搜索结果: 1-1 共查到“知识库 泛函分析 American”相关记录1条 . 查询时间(0.281 秒)
On the Use of Policy Iteration as an Easy Way of Pricing American Options
American Option Linear Complementarity Problem
2011/3/4
Finite dierence or nite element approximations of the value function of an American option usually result in discrete linear complementarity problems (LCP).