论文部分内容阅读
Power penalty methods for solving a linear parabolic complementarity problem arising from American option pricing have attracted much attention.
On power penalty methods for linear complementarity problems arising from American option pricing
【摘 要】
：
Power penalty methods for solving a linear parabolic complementarity problem arising from American option pricing have attracted much attention.
【机 构】
：
Jiangxi Normal University
【出 处】
：
The 6th International Conference on Optimization and Control
【发表日期】
：
2015年期
其他文献
The problem of estimation and consensus control of multi-agent networked systems is considered in this paper.The agents state is estimated by Kalman-filteri
会议
In R&D investment projects,the value and exibility of investments can be captured by real option models,while the competition among the investors should be
会议
Portfolio selection is one of the most important topics in the field of modern finance,which deals with the problem of how to seek an optimal capital propor
会议
The Impact of Decision Right Allocation on Performance of IoT-based Virtual Enterprise: Evidence fro
This paper aims to explore the impact of decision right allocation (DRA) on performance of virtual enterprises which were formed with the support of the int
会议
Using the structural equation model,this paper explores the main factors that affect the behavior of players to the in-game-ads(IGA),and briefly analyzes ho
会议
Mean-variance portfolios have been criticized because of unsatisfying out-of-sample performance and the presence of extreme and unstable asset weights.
会议
In this paper,we establish a two-product ordering model for a loss-averse retailer with information updating to solve the multi-product newsvendor problem w
会议
In the supply chain,consisting of a single retailer and supplier,considering the retailer' s bankruptcy probability,the supplier buys back a certain percent
会议