BibTeX record journals/oms/FengLMN11

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@article{DBLP:journals/oms/FengLMN11,
  author       = {Liming Feng and
                  Vadim Linetsky and
                  Jos{\'{e}} Luis Morales and
                  Jorge Nocedal},
  title        = {On the solution of complementarity problems arising in American options
                  pricing},
  journal      = {Optim. Methods Softw.},
  volume       = {26},
  number       = {4-5},
  pages        = {813--825},
  year         = {2011},
  url          = {https://doi.org/10.1080/10556788.2010.514341},
  doi          = {10.1080/10556788.2010.514341},
  timestamp    = {Thu, 24 Sep 2020 11:26:11 +0200},
  biburl       = {https://dblp.org/rec/journals/oms/FengLMN11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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