An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem (Q2295323): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem |
scientific article |
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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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