A power penalty method for linear complementarity problems (Q935226): Difference between revisions

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+https://doi.org/10.1016/j.orl.2007.06.006
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+Q4199298
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+Finite-Dimensional Variational Inequalities and Complementarity Problems
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+Q3694624
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+Lagrange-type functions in constrained optimization
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+A novel fitted finite volume method for the Black-Scholes equation governing option pricing
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+Power penalty method for a linear complementarity problem arising from American option valuation
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