Search Results - "Complementarity problem"
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1
Convergence analysis of power penalty method for American bond option pricing
Published 2013Subjects: “…complementarity problem…”
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A penalty approximation method for a semilinear parabolic double obstacle problem
Published 2014Subjects: Get full text
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A penalty approach to a discretized double obstacle problem with derivative constraints
Published 2015Subjects: “…Mixed nonlinear complementarity problem…”
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Two-stage quadratic games under uncertainty and their solution by progressive hedging algorithms
Published 2019Subjects: “…stochastic linear complementarity problem…”
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A numerical method for pricing European options with proportional transaction costs
Published 2014Subjects: Get full text
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A power penalty method for a bounded nonlinear complementarity problem
Published 2015Subjects: “…bounded nonlinear complementarity problems…”
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A class of two-stage distributionally robust games
Published 2017Subjects: Get full text
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