@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},
     year = {2003},
     volume = {15},
     zbl = {1031.65072},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_2003__15__a2/}
}