Pages that link to "Item:Q1747290"
From MaRDI portal
The following pages link to Semismooth Newton methods with domain decomposition for American options (Q1747290):
Displayed 7 items.
- A dual based semismooth Newton-type algorithm for solving large-scale sparse Tikhonov regularization problems (Q2033078) (← links)
- Path-dependent game options with Asian features (Q2128183) (← links)
- A recursive parameter estimation algorithm for modeling signals with multi-frequencies (Q2193644) (← links)
- Perpetual game options with a multiplied penalty (Q2204529) (← links)
- A numerical method based on the complementarity and optimal control formulations for solving a family of zero-sum pursuit-evasion differential games (Q2292014) (← links)
- A new approach for pricing discounted American options (Q2656825) (← links)
- Parallel reservoir simulators for fully implicit complementarity formulation of multicomponent compressible flows (Q2696501) (← links)