Pages that link to "Item:Q2393070"

The following pages link to Convergence analysis of power penalty method for American bond option pricing (Q2393070):

Displaying 9 items.

• Pricing American bond options using a penalty method (Q445080) (← links)
• On power penalty methods for linear complementarity problems arising from American option pricing (Q496599) (← links)
• Evaluating American put options on zero-coupon bonds by a penalty method (Q544230) (← links)
• Convergence property of an interior penalty approach to pricing American option (Q549902) (← links)
• Convergence analysis of a monotonic penalty method for American option pricing (Q950483) (← links)
• Applying a power penalty method to numerically pricing American bond options (Q1762398) (← links)
• A power penalty approach to a mixed quasilinear elliptic complementarity problem (Q2052401) (← links)
• Penalty approximation method for a double obstacle quasilinear parabolic variational inequality problem (Q2097464) (← links)
• On convergence of a semi-analytical method for American option pricing (Q2577164) (← links)