{"id":"https://openalex.org/W2146147249","doi":"https://doi.org/10.1007/3-540-44842-x_19","title":"Valuation of American Options Using Direct, Linear Complementarity-Based Methods","display_name":"Valuation of American Options Using Direct, Linear Complementarity-Based Methods","publication_year":2003,"publication_date":"2003-01-01","ids":{"openalex":"https://openalex.org/W2146147249","doi":"https://doi.org/10.1007/3-540-44842-x_19","mag":"2146147249"},"language":"en","primary_location":{"id":"doi:10.1007/3-540-44842-x_19","is_oa":false,"landing_page_url":"https://doi.org/10.1007/3-540-44842-x_19","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5073702761","display_name":"Minas D. Koulisianis","orcid":null},"institutions":[{"id":"https://openalex.org/I174878644","display_name":"University of Patras","ror":"https://ror.org/017wvtq80","country_code":"GR","type":"education","lineage":["https://openalex.org/I174878644"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Minas D. Koulisianis","raw_affiliation_strings":["High Performance Information Systems Laboratory, Computer Engineering & Informatics Department, University of Patras, 26500, Patras, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"High Performance Information Systems Laboratory, Computer Engineering & Informatics Department, University of Patras, 26500, Patras, Greece","institution_ids":["https://openalex.org/I174878644"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5108807096","display_name":"Theodore S. Papatheodorou","orcid":null},"institutions":[{"id":"https://openalex.org/I174878644","display_name":"University of Patras","ror":"https://ror.org/017wvtq80","country_code":"GR","type":"education","lineage":["https://openalex.org/I174878644"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Theodore S. Papatheodorou","raw_affiliation_strings":["High Performance Information Systems Laboratory, Computer Engineering & Informatics Department, University of Patras, 26500, Patras, Greece"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"High Performance Information Systems Laboratory, Computer Engineering & Informatics Department, University of Patras, 26500, Patras, Greece","institution_ids":["https://openalex.org/I174878644"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":0.7605,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.80839788,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"178","last_page":"188"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9987999796867371,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9987999796867371,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.9922000169754028,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11520","display_name":"Advanced Thermodynamics and Statistical Mechanics","score":0.9038000106811523,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5732370615005493},{"id":"https://openalex.org/keywords/valuation","display_name":"Valuation (finance)","score":0.5273521542549133},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5020735263824463},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.48146310448646545},{"id":"https://openalex.org/keywords/boundary-value-problem","display_name":"Boundary value problem","score":0.4780712127685547},{"id":"https://openalex.org/keywords/iterative-method","display_name":"Iterative method","score":0.4560655355453491},{"id":"https://openalex.org/keywords/complementarity-theory","display_name":"Complementarity theory","score":0.45334574580192566},{"id":"https://openalex.org/keywords/inverse-problem","display_name":"Inverse problem","score":0.45030295848846436},{"id":"https://openalex.org/keywords/coefficient-matrix","display_name":"Coefficient matrix","score":0.4291396737098694},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3910788893699646},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.33551478385925293},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.20895153284072876},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.17851141095161438},{"id":"https://openalex.org/keywords/eigenvalues-and-eigenvectors","display_name":"Eigenvalues and eigenvectors","score":0.08295261859893799}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5732370615005493},{"id":"https://openalex.org/C186027771","wikidata":"https://www.wikidata.org/wiki/Q4008379","display_name":"Valuation (finance)","level":2,"score":0.5273521542549133},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5020735263824463},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.48146310448646545},{"id":"https://openalex.org/C182310444","wikidata":"https://www.wikidata.org/wiki/Q1332643","display_name":"Boundary value problem","level":2,"score":0.4780712127685547},{"id":"https://openalex.org/C159694833","wikidata":"https://www.wikidata.org/wiki/Q2321565","display_name":"Iterative method","level":2,"score":0.4560655355453491},{"id":"https://openalex.org/C85404239","wikidata":"https://www.wikidata.org/wiki/Q5156417","display_name":"Complementarity theory","level":3,"score":0.45334574580192566},{"id":"https://openalex.org/C135252773","wikidata":"https://www.wikidata.org/wiki/Q1567213","display_name":"Inverse problem","level":2,"score":0.45030295848846436},{"id":"https://openalex.org/C60866291","wikidata":"https://www.wikidata.org/wiki/Q5140577","display_name":"Coefficient matrix","level":3,"score":0.4291396737098694},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3910788893699646},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.33551478385925293},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.20895153284072876},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.17851141095161438},{"id":"https://openalex.org/C158693339","wikidata":"https://www.wikidata.org/wiki/Q190524","display_name":"Eigenvalues and eigenvectors","level":2,"score":0.08295261859893799},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/3-540-44842-x_19","is_oa":false,"landing_page_url":"https://doi.org/10.1007/3-540-44842-x_19","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W404394673","https://openalex.org/W1488961772","https://openalex.org/W1492913691","https://openalex.org/W1600624394","https://openalex.org/W1831889808","https://openalex.org/W1903344144","https://openalex.org/W1972958666","https://openalex.org/W1991487615","https://openalex.org/W2000151369","https://openalex.org/W2054786539","https://openalex.org/W2060151887","https://openalex.org/W2065205300","https://openalex.org/W2077791698","https://openalex.org/W2078644288","https://openalex.org/W2088477956","https://openalex.org/W2104157762","https://openalex.org/W2295470351"],"related_works":["https://openalex.org/W2358921742","https://openalex.org/W2236654713","https://openalex.org/W2383395740","https://openalex.org/W2535168603","https://openalex.org/W2394000971","https://openalex.org/W1844423250","https://openalex.org/W2569456256","https://openalex.org/W2361738123","https://openalex.org/W67856596","https://openalex.org/W2068258338"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}