Pages that link to "Item:Q1008786"
From MaRDI portal
The following pages link to A power penalty approach to American option pricing with jump diffusion processes (Q1008786):
Displayed 3 items.
- Penalty approximation method for a double obstacle quasilinear parabolic variational inequality problem (Q2097464) (← links)
- Power penalty method for solving HJB equations arising from finance (Q2288647) (← links)
- A power penalty method for the general traffic assignment problem with elastic demand (Q2438418) (← links)