Pages that link to "Item:Q742393"
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The following pages link to A penalty method for a finite-dimensional obstacle problem with derivative constraints (Q742393):
Displayed 11 items.
- A penalty approach to a discretized double obstacle problem with derivative constraints (Q496614) (← links)
- An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering (Q1670525) (← links)
- A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing (Q1735434) (← 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)
- 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)
