Pages that link to "Item:Q1670525"

The following pages link to An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering (Q1670525):

Displaying 11 items.

• Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
• Simultaneous distributed-boundary optimal control problems driven by nonlinear complementarity systems (Q2089878) (← 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)
• Pricing options on investment project contraction and ownership transfer using a finite volume scheme and an interior penalty method (Q2190271) (← links)
• An interior penalty approach to a large-scale discretized obstacle problem with nonlinear constraints (Q2200796) (← links)
• Biological population management based on a Hamilton–Jacobi–Bellman equation with boundary blow up (Q5027392) (← links)
• A 2nd-Order FDM for a 2D Fractional Black-Scholes Equation (Q5274927) (← links)
• The Order-p Tensor Linear Complementarity Problem for Images Deblurring (Q6489309) (← links)
• Pricing European call options with interval-valued volatility and interest rate (Q6585537) (← links)
• Solving American option optimal control problems in financial markets using a novel neural network (Q6593226) (← links)