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A
power
penalty
method
for second-order cone linear complementarity problems
Hao, Zijun
;
Wan, Zhongping
;
Chi, Xiaoni
- In:
Operations research letters
43
(
2015
)
2
,
pp. 137-142
Persistent link: https://www.econbiz.de/10010515799
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2
A Second-Order Difference Scheme for the Penalized Black–Scholes Equation Governing American Put Option Pricing
Cen, Zhongdi
;
Le, Anbo
;
Xu, Aimin
- In:
Computational Economics
40
(
2012
)
1
,
pp. 49-62
Persistent link: https://www.econbiz.de/10010866812
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