Pages that link to "Item:Q496599"
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The following pages link to On power penalty methods for linear complementarity problems arising from American option pricing (Q496599):
Displaying 13 items.
- Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs (Q903007) (← links)
- Convergence analysis of a monotonic penalty method for American option pricing (Q950483) (← links)
- An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering (Q1670525) (← links)
- Power penalty approach to American options pricing under regime switching (Q1730815) (← links)
- A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing (Q1735434) (← links)
- Low-order penalty equations for semidefinite linear complementarity problems (Q1790191) (← links)
- Solution method for discrete double obstacle problems based on a power penalty approach (Q2076391) (← links)
- A power penalty method for discrete HJB equations (Q2192989) (← links)
- Power penalty method for solving HJB equations arising from finance (Q2288647) (← links)
- Power penalty method for a linear complementarity problem arising from American option valuation (Q2370044) (← links)
- Numerical performance of penalty method for American option pricing (Q3161139) (← 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)
