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On power penalty methods for linear complementarity problems arising from American option pricing
  • ISSN号：0925-5001
  • 期刊名称：Journal of Global Optimization
  • 时间：2015.9
  • 页码：165-180
  • 相关项目：离散HJB方程及离散HJB障碍问题的快速迭代算法研究
作者： Sun, Zhe|Liu, Zhe|Yang, Xiaoqi|
同期刊论文项目
离散HJB方程及离散HJB障碍问题的快速迭代算法研究
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