0410539 20240103182221.120060210235959.9 14 s. cav_un_epca*03291200953-0061112 (2000)71-84 American option pricing linear complementarity iterative methods cav_un_auth*0212749 Siddiqi A. H. SA cav_un_auth*0212479 Manchanda P. IN cav_un_auth*0101131 Kočvara Michal UTIA-B Department of Decision Making Theory Ústav teorie informace a automatizace AV ČR, v. v. i. 05D 12C IAA1075707 GA AV ČR cav_un_auth*0012793 AV0Z1075907 In this paper we discuss the application of a very efficient algorithm proposed recently by Kočvara and Zowe to American option pricing. Modelling and numerical simulation of options depending on the history of underlying asset price, inflation and devaluation by evolution equations and inequalities with hysteresis are proposed. AH MTR http://hdl.handle.net/11104/0130628 UTIA-B 20010008 2000 cav_un_epca*0329120 IMA Journal of Mathematics Applied in Business and Industry 0953-0061 Roč. 11 č. 2 2000 71 84