Pages that link to "Item:Q763392"

The following pages link to Pricing American options with uncertain volatility through stochastic linear complementarity models (Q763392):

Displaying 8 items.

• CVaR-constrained stochastic programming reformulation for stochastic nonlinear complementarity problems (Q457217) (← links)
• A note on stability for risk-averse stochastic complementarity problems (Q511981) (← links)
• Smoothing methods for nonsmooth, nonconvex minimization (Q715249) (← links)
• Pricing American options with uncertain volatility through stochastic linear complementarity models (Q763392) (← links)
• A kind of stochastic eigenvalue complementarity problems (Q1721370) (← links)
• Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications (Q1736388) (← links)
• The deterministic ERM and CVaR reformulation for the stochastic generalized complementarity problem (Q2400161) (← links)
• Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)