Pages that link to "Item:Q935226"
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The following pages link to A power penalty method for linear complementarity problems (Q935226):
Displayed 17 items.
- A feasible decomposition method for constrained equations and its application to complementarity problems (Q475708) (← links)
- A penalty approximation method for a semilinear parabolic double obstacle problem (Q480830) (← links)
- A power penalty method for second-order cone nonlinear complementarity problems (Q492069) (← links)
- Evaluating American put options on zero-coupon bonds by a penalty method (Q544230) (← links)
- Two class of synchronous matrix multisplitting schemes for solving linear complementarity problems (Q550095) (← links)
- A penalty method for a mixed nonlinear complementarity problem (Q651131) (← links)
- A numerical method for pricing European options with proportional transaction costs (Q740640) (← links)
- A penalty method for a finite-dimensional obstacle problem with derivative constraints (Q742393) (← links)
- Convergence of SSOR methods for linear complementarity problems (Q833585) (← links)
- A power penalty method for solving a nonlinear parabolic complementarity problem (Q943659) (← links)
- Applying a power penalty method to numerically pricing American bond options (Q1762398) (← links)
- A power penalty approach to a nonlinear complementarity problem (Q2270328) (← links)
- The PMCGAOR and PMCSSOR methods for solving linear complementarity problems (Q2342902) (← links)
- A power penalty method for the general traffic assignment problem with elastic demand (Q2438418) (← links)
- A finite difference method for pricing European and American options under a geometric Lévy process (Q2514654) (← links)
- Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing (Q2942193) (← links)
- Numerical performance of penalty method for American option pricing (Q3161139) (← links)