@article{ETNA_2003__15__a2, author = {Oosterlee, C.W.}, title = {On multigrid for linear complementarity problems with application to {American-style} options}, journal = {Electronic transactions on numerical analysis}, pages = {165--185}, publisher = {mathdoc}, volume = {15}, year = {2003}, language = {en}, url = {http://geodesic.mathdoc.fr/item/ETNA_2003__15__a2/} }