An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem (Q2295323)

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scientific article; zbMATH DE number 7166840
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    An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem
    scientific article; zbMATH DE number 7166840

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      An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem (English)
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      12 February 2020
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      variational inequality
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      double obstacle problem
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      nonlinear complementarity problem
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      interior penalty method
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      option pricing
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