A generalized complementarity approach to solving real option problems (Q844678)
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scientific article; zbMATH DE number 5660263
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A generalized complementarity approach to solving real option problems |
scientific article; zbMATH DE number 5660263 |
Statements
A generalized complementarity approach to solving real option problems (English)
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19 January 2010
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real options
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generalized complementarity problem
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smoothing function-based algorithm
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0.7572022676467896
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0.7214419841766357
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0.7128178477287292
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