A Web-Based Problem Solving Environment for Solution of Option Pricing Problems and Comparison of Methods. - Minas D. Koulisianis; George K. Tsolis; Theodore S. Papatheodorou (International Conference on Computational Science (1), 2002)

Valuation of American Options Using Direct, Linear Complementarity-Based Methods. - Minas D. Koulisianis; Theodore S. Papatheodorou (ICCSA (3), 2003)

Pricing of American Options Using Linear Complementarity Formulation: Methods and Their Evaluation. - Minas D. Koulisianis; Theodore S. Papatheodorou (Neural Parallel Sci. Comput., 2003)