Augmented Lagrangian method applied to American option pricing (Q2507936): Difference between revisions
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Revision as of 08:24, 5 March 2024
scientific article
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English | Augmented Lagrangian method applied to American option pricing |
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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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