Pages that link to "Item:Q2393070"
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The following pages link to Convergence analysis of power penalty method for American bond option pricing (Q2393070):
Displaying 3 items.
- On power penalty methods for linear complementarity problems arising from American option pricing (Q496599) (← links)
- A power penalty approach to a mixed quasilinear elliptic complementarity problem (Q2052401) (← links)
- Penalty approximation method for a double obstacle quasilinear parabolic variational inequality problem (Q2097464) (← links)