Search Results - "Complementarity problem"

Convergence analysis of power penalty method for American bond option pricing by Zhang, K., Teo, Kok Lay

Subjects: “…complementarity problem…”
Get full text

A penalty approximation method for a semilinear parabolic double obstacle problem by Zhou, Y., Wang, Song, Yang, X.

Subjects: Get full text

Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs by Lesmana, D., Wang, Song

Subjects: Get full text

A penalty approach to a discretized double obstacle problem with derivative constraints by Wang, Song

Subjects: “…Mixed nonlinear complementarity problem…”
Get full text

Two-stage quadratic games under uncertainty and their solution by progressive hedging algorithms by Zhang, M., Sun, Jie, Xu, Honglei

Subjects: “…stochastic linear complementarity problem…”
Get full text
Get full text

A full-Newton step feasible interior-point algorithm for P*(k)-linear complementarity problems by Wang, G., Yu, Changjun, Teo, Kok Lay

Subjects: Get full text

A numerical method for pricing European options with proportional transaction costs by Li, W., Wang, Song

Subjects: Get full text

A power penalty method for a bounded nonlinear complementarity problem by Wang, Song, Yang, X.

Subjects: “…bounded nonlinear complementarity problems…”
Get full text

Semismooth homeomorphisms and strong stability of semidefinite and Lorentz complementarity problems by Pang, J.S., Sun, D., Sun, Jie

Subjects: Get full text

A class of two-stage distributionally robust games by Li, Bin, Sun, Jie, Xu, Honglei, Zhang, Min

Subjects: Get full text
Get full text