Pages that link to "Item:Q496614"

The following pages link to A penalty approach to a discretized double obstacle problem with derivative constraints (Q496614):

Displaying 8 items.

• An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering (Q1670525) (← links)
• A power penalty approach to a mixed quasilinear elliptic complementarity problem (Q2052401) (← links)
• Numerical solution of an obstacle problem with interval coefficients (Q2178955) (← links)
• An interior penalty approach to a large-scale discretized obstacle problem with nonlinear constraints (Q2200796) (← 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)
• Pricing European options with proportional transaction costs and stochastic volatility using a penalty approach and a finite volume scheme (Q2403848) (← links)
• A numerical scheme for pricing American options with transaction costs under a jump diffusion process (Q2411163) (← links)