A penalty approach to a discretized double obstacle problem with derivative constraints (Q496614): 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 / OpenAlex ID @@
+W2066207284
@@ Property / OpenAlex ID: W2066207284 / rank @@
+Normal rank
@@ Property / cites work @@
+Variational and quasivariational inequalities with first order constraints
+Normal rank
@@ Property / cites work @@
+A QUASI-VARIATIONAL INEQUALITY PROBLEM IN SUPERCONDUCTIVITY
+Normal rank
@@ Property / cites work @@
+A double obstacle problem arising in differential game theory
+Normal rank
@@ Property / cites work @@
+A class of smoothing functions for nonlinear and mixed complementarity problems
+Normal rank
@@ Property / cites work @@
+A power penalty method for the general traffic assignment problem with elastic demand
+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 @@
+An iterative scheme for solving nonlinear equations with monotone operators
+Normal rank
@@ Property / cites work @@
+Q4889854
@@ Property / cites work: Q4889854 / rank @@
+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 @@
+On application of an alternating direction method to Hamilton--Jacobin--Bellman equations.
+Normal rank
@@ Property / cites work @@
+Global optimization techniques for mixed complementarity problems
+Normal rank
@@ Property / cites work @@
+An elliptic quasi-variational inequality with gradient constraints and some of its applications
+Normal rank
@@ Property / cites work @@
+An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs
+Normal rank
@@ Property / cites work @@
+Smoothing Newton and quasi-Newton methods 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 @@
+A numerical method for pricing European options with proportional transaction costs
+Normal rank
@@ Property / cites work @@
+Nonlinear complementarity as unconstrained and constrained minimization
+Normal rank
@@ Property / cites work @@
+Properties of an Interior-Point Mapping for Mixed Complementarity Problems
+Normal rank
@@ Property / cites work @@
+Variational problems with non-constant gradient constraints.
+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 @@
+A penalty method for a finite-dimensional obstacle problem with derivative constraints
+Normal rank
@@ Property / cites work @@
+On stationary points of the implicit Lagrangian for nonlinear complementarity problems
+Normal rank
@@ Property / cites work @@
+European option pricing and hedging with both fixed and proportional transaction costs
+Normal rank
@@ Property / cites work @@
+Pricing American bond options using a penalty method
+Normal rank
@@ Property / cites work @@
+A penalty approximation method for a semilinear parabolic double obstacle problem
+Normal rank