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                                       Details for article 7 of 10 found articles
 
 
  On power penalty methods for linear complementarity problems arising from American option pricing
 
 
Title: On power penalty methods for linear complementarity problems arising from American option pricing
Author: Sun, Zhe
Liu, Zhe
Yang, Xiaoqi
Appeared in: Journal of global optimization
Paging: Volume 63 (2015) nr. 1 pages 165-180
Year: 2015
Contents:
Publisher: Springer US, New York
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 7 of 10 found articles
 
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