Pages that link to "Item:Q3096882"
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The following pages link to On the solution of complementarity problems arising in American options pricing (Q3096882):
Displaying 3 items.
- Primal-dual active-set methods for large-scale optimization (Q493264) (← links)
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- A descent algorithm for generalized complementarity problems based on generalized Fischer-Burmeister functions (Q1655357) (← links)
