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Property / DOI: 10.1016/j.apm.2017.07.038 / rank
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Property / author: Songgui Wang / rank
 
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Latest revision as of 21:03, 17 December 2024

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An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem
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    An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem (English)
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    12 February 2020
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    variational inequality
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    double obstacle problem
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    nonlinear complementarity problem
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    interior penalty method
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    option pricing
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