Pages that link to "Item:Q935226"
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The following pages link to A power penalty method for linear complementarity problems (Q935226):
Displaying 43 items.
- A penalty method for a fractional order parabolic variational inequality governing American put option valuation (Q316424) (← links)
- 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)
- On power penalty methods for linear complementarity problems arising from American option pricing (Q496599) (← links)
- A penalty approach to a discretized double obstacle problem with derivative constraints (Q496614) (← links)
- A box-constrained differentiable penalty method for nonlinear complementarity problems (Q496621) (← 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)
- Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs (Q903007) (← links)
- A power penalty method for solving a nonlinear parabolic complementarity problem (Q943659) (← links)
- An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering (Q1670525) (← links)
- Modeling and computation of water management by real options (Q1716925) (← links)
- A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing (Q1735434) (← links)
- Applying a power penalty method to numerically pricing American bond options (Q1762398) (← links)
- A power penalty method for second-order cone linear complementarity problems (Q1785626) (← links)
- Low-order penalty equations for semidefinite linear complementarity problems (Q1790191) (← links)
- A fitted finite volume method for real option valuation of risks in climate change (Q2006268) (← links)
- Penalty methods for one-sided parabolic problems with piecewise smooth obstacles (Q2046415) (← links)
- A modification of Galerkin's method for option pricing (Q2086928) (← links)
- On exact penalty operators and penalization methods for elliptic unilateral problems with piecewise smooth obstacles (Q2091422) (← links)
- An approximate lower order penalty approach for solving second-order cone linear complementarity problems (Q2154446) (← links)
- Penalized NCP-functions for nonlinear complementarity problems and a scaling algorithm (Q2171124) (← links)
- Numerical solution of an obstacle problem with interval coefficients (Q2178955) (← links)
- A power penalty method for discrete HJB equations (Q2192989) (← links)
- An interior penalty approach to a large-scale discretized obstacle problem with nonlinear constraints (Q2200796) (← links)
- Generalized lower-order penalty algorithm for solving second-order cone mixed complementarity problems (Q2222129) (← links)
- A power penalty approach to a nonlinear complementarity problem (Q2270328) (← links)
- An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem (Q2295323) (← links)
- A power penalty approach to a discretized obstacle problem with nonlinear constraints (Q2329667) (← links)
- The PMCGAOR and PMCSSOR methods for solving linear complementarity problems (Q2342902) (← links)
- A numerical scheme for pricing American options with transaction costs under a jump diffusion process (Q2411163) (← 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)
- An unconstrained differentiable penalty method for implicit complementarity problems (Q2829561) (← 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)
- A superconvergent fitted finite volume method for <scp>B</scp>lack–<scp>S</scp>choles equations governing <scp>E</scp>uropean and <scp>A</scp>merican option valuation (Q3448354) (← links)
- A power penalty method for a bounded nonlinear complementarity problem (Q3453408) (← links)