Search Results - "Nonlinear complementarity problem"

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  1. 1
    Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs

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

    Published 2015
    Subjects: Get full text
  2. 2
    A penalty approach to a discretized double obstacle problem with derivative constraints

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

    Published 2015
    Subjects: “…Mixed nonlinear complementarity problem…”
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  3. 3
    A power penalty method for a bounded nonlinear complementarity problem

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

    Published 2015
    Subjects: “…bounded nonlinear complementarity problems…”
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