A penalty approximation method for a semilinear parabolic double obstacle problem (Q480830): Difference between revisions

@@ Property / DOI @@
-.1007/s10898-013-0122-6
@@ Property / DOI: 10.1007/s10898-013-0122-6 / rank @@
-Normal rank
@@ Property / author @@
-Yu Ying Zhou
@@ Property / author: Yu Ying Zhou / rank @@
-Normal rank
@@ Property / author @@
-Songgui Wang
@@ Property / author: Songgui Wang / rank @@
-Normal rank
@@ Property / author @@
-Q200495
@@ Property / author: Q200495 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J40
@@ Property / Mathematics Subject Classification ID: 49J40 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J88
@@ Property / Mathematics Subject Classification ID: 35J88 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M30
@@ Property / Mathematics Subject Classification ID: 49M30 / rank @@
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@@ Property / zbMATH DE Number @@
+6379559
@@ Property / zbMATH DE Number: 6379559 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+parabolic differential operator
@@ Property / zbMATH Keywords: parabolic differential operator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+complementarity problem
@@ Property / zbMATH Keywords: complementarity problem / rank @@
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@@ Property / zbMATH Keywords @@
+variational inequality
@@ Property / zbMATH Keywords: variational inequality / rank @@
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@@ Property / zbMATH Keywords @@
+global optimizer
@@ Property / zbMATH Keywords: global optimizer / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+penalty approximation method
@@ Property / zbMATH Keywords: penalty approximation method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+double obstacle problem
@@ Property / zbMATH Keywords: double obstacle problem / rank @@
+Normal rank
@@ Property / author @@
+Yu Ying Zhou
@@ Property / author: Yu Ying Zhou / rank @@
+Normal rank
@@ Property / author @@
+Songgui Wang
@@ Property / author: Songgui Wang / rank @@
+Normal rank
@@ Property / author @@
+Xiao Qi Yang
@@ Property / author: Xiao Qi Yang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10898-013-0122-6
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+W2083276157
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@@ Property / cites work @@
+Q3678248
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+Quadratic Convergence for Valuing American Options Using a Penalty Method
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@@ Property / DOI @@
+.1007/S10898-013-0122-6
@@ Property / DOI: 10.1007/S10898-013-0122-6 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:480830