A generalized complementarity approach to solving real option problems (Q844678): Difference between revisions

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-.1016/j.jedc.2007.04.010
@@ Property / DOI: 10.1016/j.jedc.2007.04.010 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jedc.2007.04.010
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+W2090540854
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@@ Property / Wikidata QID @@
+Q126232620
@@ Property / Wikidata QID: Q126232620 / rank @@
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@@ Property / cites work @@
+A network of options: evaluating complex interdependent decisions under uncertainty
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+CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup>
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+Time-to-build and capacity choice
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+On the theory of option pricing
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+A generalization of the linear complementarity problem
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+Option pricing: A simplified approach
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+Q3932189
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+Pricing American Stock Options by Linear Programming
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+Optimal Stopping and the American Put
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+Variational inequalities and the pricing of American options
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+On the pricing of American options
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+Error estimates for the binomial approximation of American put options
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+The pricing of the American option
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+Q4252828
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+A non-interior continuation method for generalized linear complementarity problems
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+A Smoothing Newton Method for Extended Vertical Linear Complementarity Problems
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+Some mathematical results in the pricing of American options
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@@ Property / DOI @@
+.1016/J.JEDC.2007.04.010
@@ Property / DOI: 10.1016/J.JEDC.2007.04.010 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:844678