A penalty method for a finite-dimensional obstacle problem with derivative constraints (Q742393): Difference between revisions

@@ Property / author @@
-Songgui Wang
@@ Property / author: Songgui Wang / rank @@
-Normal rank
@@ Property / author @@
+Songgui Wang
@@ Property / author: Songgui Wang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11590-013-0651-4
+Normal rank
@@ Property / OpenAlex ID @@
+W1988341767
@@ Property / OpenAlex ID: W1988341767 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q59416160
@@ Property / Wikidata QID: Q59416160 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing
+Normal rank
@@ Property / cites work @@
+A class of smoothing functions for nonlinear and mixed complementarity problems
+Normal rank
@@ Property / cites work @@
+Q4844846
@@ Property / cites work: Q4844846 / rank @@
+Normal rank
@@ Property / cites work @@
+Computation of reservation prices of options with proportional transaction costs
+Normal rank
@@ Property / cites work @@
+A Class of Active-Set Newton Methods for Mixed ComplementarityProblems
+Normal rank
@@ Property / cites work @@
+Q4868513
@@ Property / cites work: Q4868513 / rank @@
+Normal rank
@@ Property / cites work @@
+Finite-Dimensional Variational Inequalities and Complementarity Problems
+Normal rank
@@ Property / cites work @@
+A power penalty approach to a nonlinear complementarity problem
+Normal rank
@@ Property / cites work @@
+A penalty method for a mixed nonlinear complementarity problem
+Normal rank
@@ Property / cites work @@
+Global optimization techniques for mixed complementarity problems
+Normal rank
@@ Property / cites work @@
+Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs
+Normal rank
@@ Property / cites work @@
+Pricing American options under proportional transaction costs using a penalty approach and a finite difference scheme
+Normal rank
@@ Property / cites work @@
+Properties of an Interior-Point Mapping for Mixed Complementarity Problems
+Normal rank
@@ Property / cites work @@
+A novel fitted finite volume method for the Black-Scholes equation governing option pricing
+Normal rank
@@ Property / cites work @@
+A power penalty method for linear complementarity problems
+Normal rank
@@ Property / cites work @@
+Power penalty method for a linear complementarity problem arising from American option valuation
+Normal rank
@@ Property / cites work @@
+Q4863379
@@ Property / cites work: Q4863379 / rank @@
+Normal rank