Pages that link to "Item:Q763392"
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The following pages link to Pricing American options with uncertain volatility through stochastic linear complementarity models (Q763392):
Displaying 10 items.
- CVaR-constrained stochastic programming reformulation for stochastic nonlinear complementarity problems (Q457217) (← links)
- A note on stability for risk-averse stochastic complementarity problems (Q511981) (← links)
- Smoothing methods for nonsmooth, nonconvex minimization (Q715249) (← links)
- Pricing American options with uncertain volatility through stochastic linear complementarity models (Q763392) (← links)
- A kind of stochastic eigenvalue complementarity problems (Q1721370) (← links)
- Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications (Q1736388) (← links)
- The deterministic ERM and CVaR reformulation for the stochastic generalized complementarity problem (Q2400161) (← links)
- Pricing American contingent claims by stochastic linear programming (Q3391893) (← links)
- Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)
- Lattice Boltzmann method for the linear complementarity problem arising from American option pricing (Q6577172) (← links)
