Pages that link to "Item:Q2490006"
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The following pages link to Parabolic variational inequalities: the Lagrange multiplier approach (Q2490006):
Displaying 20 items.
- Finite algorithms for the numerical solutions of a class of nonlinear complementarity problems (Q262554) (← links)
- \(hp\)-adaptive IPDG/TDG-FEM for parabolic obstacle problems (Q316546) (← links)
- A direct algorithm in some free boundary problems (Q729702) (← links)
- Existence, stability and optimality for optimal control problems governed by maximal monotone operators (Q888221) (← links)
- Optimal control of parabolic variational inequalities (Q966116) (← links)
- Modeling and computation of water management by real options (Q1716925) (← links)
- Algorithms of finite difference for pricing American options under fractional diffusion models (Q1718197) (← links)
- A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities (Q2027590) (← links)
- Virtual element approximation of two-dimensional parabolic variational inequalities (Q2147270) (← links)
- An optimal error estimate of finite element method for parabolic quasi-variational inequalities with non linear source terms (Q2963757) (← links)
- Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing (Q3079739) (← links)
- Pricing American call options under a hard-to-borrow stock model (Q4575290) (← links)
- Sensitivity Analysis and Optimal Control of Obstacle-Type Evolution Variational Inequalities (Q4610444) (← links)
- Modified Barrier Penalization Method for Pricing American Options (Q4626502) (← links)
- Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
- A Penalty Scheme for Monotone Systems with Interconnected Obstacles: Convergence and Error Estimates (Q5232300) (← links)
- Efficient numerical methods for pricing American options under stochastic volatility (Q5438239) (← links)
- Equivalent Formulations of the Oxygen Depletion Problem, Other Implicit Moving Boundary Value Problems, and Implications for Numerical Approximation (Q6038786) (← links)
- An implicit time integration approach for simulation of corona discharges (Q6086731) (← links)
- Inverse problems for constrained parabolic variational-hemivariational inequalities <sup>*</sup> (Q6171599) (← links)