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Semismooth Newton methods with domain decomposition for American options.

Hong-Jie ZhaoHaijian Yang
Published in: J. Comput. Appl. Math. (2018)
Keyphrases
  • united states
  • domain specific
  • domain independent
  • learning algorithm
  • search engine
  • domain experts
  • genetic algorithm
  • knowledge base
  • expert systems
  • linear program
  • image decomposition