Pages that link to "Item:Q3330429"

The following pages link to Multigrid Algorithms for the Solution of Linear Complementarity Problems Arising from Free Boundary Problems (Q3330429):

Displaying 38 items.

• An augmented Lagrangian technique for variational inequalities (Q583593) (← links)
• The valuation of foreign currency options under stochastic interest rates (Q597318) (← links)
• TVD, WENO and blended BDF discretizations for Asian options (Q706545) (← links)
• A multigrid scheme for elliptic constrained optimal control problems (Q812421) (← links)
• Operator splitting methods for pricing American options under stochastic volatility (Q841111) (← links)
• Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects (Q846454) (← links)
• High-order discretization and multigrid solution of elliptic nonlinear constrained optimal control problems (Q859865) (← links)
• On the convergence of projected triangular decomposition methods for pricing American options with stochastic volatility (Q907564) (← links)
• On tridiagonal linear complementarity problems (Q1095609) (← links)
• A multi-grid continuation strategy for parameter-dependent variational inequalities (Q1119341) (← links)
• The solution of linear complementarity problems on an array processor (Q1164382) (← links)
• On multi-grid methods for variational inequalities (Q1170869) (← links)
• Anmerkungen zu einem Mehrgitterverfahren für lineare Komplementaritätsprobleme. (Comments on a multi-grid method for linear complementarity problems) (Q1262224) (← links)
• A multi-grid method for variational inequalities in contact problems (Q1313250) (← links)
• Monotone multigrid methods for elliptic variational inequalities. I (Q1347056) (← links)
• A cascadic multigrid algorithm for variational inequalities (Q1780881) (← links)
• On multigrid for anisotropic equations and variational inequalities ``pricing multi-dimensional European and American options'' (Q1780893) (← links)
• On multilevel iterative methods for optimization problems (Q1813658) (← links)
• Approximation of American put prices by European prices via an embedding method. (Q1872409) (← links)
• A modified modulus-based multigrid method for linear complementarity problems arising from free boundary problems (Q1995940) (← links)
• Numerical efficiency of modified modulus-based multigrid cycles with application to free boundary problems (Q2022270) (← links)
• A modulus-based cascadic multigrid method for elliptic variational inequality problems (Q2159435) (← links)
• Adaptive numerical methods for an hydrodynamic problem arising in magnetic reading devices (Q2229840) (← links)
• A modulus-based multigrid method for nonlinear complementarity problems with application to free boundary problems with nonlinear source terms (Q2242646) (← links)
• Two-stage multisplitting iteration methods using modulus-based matrix splitting as inner iteration for linear complementarity problems (Q2250068) (← links)
• A first-order multigrid method for bound-constrained convex optimization (Q2815552) (← links)
• Modulus-based matrix splitting iteration methods for linear complementarity problems (Q3090806) (← links)
• Variationally consistent discretization schemes and numerical algorithms for contact problems (Q3100351) (← links)
• Une méthode multigrille pour la solution des problèmes d'obstacle (Q3203938) (← links)
• Convergence rate analysis of an asynchronous space decomposition method for convex Minimization (Q4529709) (← links)
• Multigrid for American option pricing with stochastic volatility (Q4541576) (← links)
• ADI Schemes for Pricing American Options under the Heston Model (Q4682480) (← links)
• A robust upwind difference scheme for pricing perpetual American put options under stochastic volatility (Q4903539) (← links)
• A FULL MULTIGRID METHOD FOR LINEAR COMPLEMENTARITY PROBLEMS ARISING FROM ELASTIC NORMAL CONTACT PROBLEMS (Q5011178) (← links)
• COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY (Q5292283) (← links)
• A full approximation scheme multilevel method for nonlinear variational inequalities (Q6585309) (← links)
• MGProx: a nonsmooth multigrid proximal gradient method with adaptive restriction for strongly convex optimization (Q6587341) (← links)
• A multilevel active-set trust-region (MASTR) method for bound constrained minimization (Q6630132) (← links)