Pages that link to "Item:Q3161139"
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The following pages link to Numerical performance of penalty method for American option pricing (Q3161139):
Displaying 7 items.
- On power penalty methods for linear complementarity problems arising from American option pricing (Q496599) (← links)
- A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing (Q1735434) (← links)
- Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
- Solution method for discrete double obstacle problems based on a power penalty approach (Q2076391) (← links)
- A power penalty method for discrete HJB equations (Q2192989) (← links)
- Power penalty method for solving HJB equations arising from finance (Q2288647) (← links)
- An unconstrained differentiable penalty method for implicit complementarity problems (Q2829561) (← links)
