Augmented Lagrangian method applied to American option pricing (Q2507936): Difference between revisions
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Revision as of 05:45, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Augmented Lagrangian method applied to American option pricing |
scientific article |
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Augmented Lagrangian method applied to American option pricing (English)
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5 October 2006
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finance
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complementarity problems
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computational methods
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