Pages that link to "Item:Q2270328"

The following pages link to A power penalty approach to a nonlinear complementarity problem (Q2270328):

Displaying 40 items.

• A penalty method for a fractional order parabolic variational inequality governing American put option valuation (Q316424) (← links)
• A penalty approximation method for a semilinear parabolic double obstacle problem (Q480830) (← links)
• A power penalty method for second-order cone nonlinear complementarity problems (Q492069) (← links)
• On power penalty methods for linear complementarity problems arising from American option pricing (Q496599) (← links)
• A penalty approach to a discretized double obstacle problem with derivative constraints (Q496614) (← links)
• A box-constrained differentiable penalty method for nonlinear complementarity problems (Q496621) (← links)
• A penalty method for a mixed nonlinear complementarity problem (Q651131) (← links)
• Spectral residual methods with two new non-monotone line searches for large-scale nonlinear systems of equations (Q668640) (← links)
• A numerical method for pricing European options with proportional transaction costs (Q740640) (← links)
• A penalty method for a finite-dimensional obstacle problem with derivative constraints (Q742393) (← links)
• Convergence analysis of a trust-region multidimensional filter method for nonlinear complementarity problems (Q779502) (← links)
• Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs (Q903007) (← links)
• An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering (Q1670525) (← links)
• Modeling and computation of water management by real options (Q1716925) (← links)
• A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing (Q1735434) (← links)
• Applying a power penalty method to numerically pricing American bond options (Q1762398) (← links)
• Low-order penalty equations for semidefinite linear complementarity problems (Q1790191) (← links)
• A fitted finite volume method for real option valuation of risks in climate change (Q2006268) (← links)
• A power penalty approach to a mixed quasilinear elliptic complementarity problem (Q2052401) (← links)
• Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
• A new class of neural networks for NCPs using smooth perturbations of the natural residual function (Q2075986) (← links)
• Penalized NCP-functions for nonlinear complementarity problems and a scaling algorithm (Q2171124) (← links)
• Numerical solution of an obstacle problem with interval coefficients (Q2178955) (← links)
• Pricing options on investment project contraction and ownership transfer using a finite volume scheme and an interior penalty method (Q2190271) (← links)
• A power penalty method for discrete HJB equations (Q2192989) (← links)
• An interior penalty approach to a large-scale discretized obstacle problem with nonlinear constraints (Q2200796) (← links)
• Generalized lower-order penalty algorithm for solving second-order cone mixed complementarity problems (Q2222129) (← links)
• Smoothing methods for nonlinear complementarity problems (Q2251565) (← links)
• An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem (Q2295323) (← links)
• A power penalty approach to a discretized obstacle problem with nonlinear constraints (Q2329667) (← links)
• A numerical scheme for pricing American options with transaction costs under a jump diffusion process (Q2411163) (← links)
• A sub-additive DC approach to the complementarity problem (Q2419555) (← links)
• A power penalty method for the general traffic assignment problem with elastic demand (Q2438418) (← links)
• A finite difference method for pricing European and American options under a geometric Lévy process (Q2514654) (← links)
• An unconstrained differentiable penalty method for implicit complementarity problems (Q2829561) (← links)
• Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing (Q2942193) (← links)
• A superconvergent fitted finite volume method for <scp>B</scp>lack–<scp>S</scp>choles equations governing <scp>E</scp>uropean and <scp>A</scp>merican option valuation (Q3448354) (← links)
• A power penalty method for a bounded nonlinear complementarity problem (Q3453408) (← links)
• A Penalty Scheme for Monotone Systems with Interconnected Obstacles: Convergence and Error Estimates (Q5232300) (← links)
• The interpolating element-free Galerkin method for the \(p\)-Laplace double obstacle mixed complementarity problem (Q6173966) (← links)