"On power penalty methods for linear complementarity problems arising from ..."

Zhe Sun, Zhe Liu, Xiaoqi Yang (2015)

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DOI: 10.1007/S10898-015-0291-6

access: closed

type: Journal Article

metadata version: 2020-09-11

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Zhe Sun, Zhe Liu, Xiaoqi Yang:
On power penalty methods for linear complementarity problems arising from American option pricing. J. Glob. Optim. 63(1): 165-180 (2015)

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