A quadratic approximation method for minimizing a class of quasidifferentiable functions

1984 ◽  
Vol 45 (3) ◽  
pp. 411-430 ◽  
Author(s):  
Krzysztof C. Kiwiel
Keyword(s):  
Approximation Method ◽  
Quadratic Approximation

An inexact successive quadratic approximation method for L-1 regularized optimization

2015 ◽  
Vol 157 (2) ◽  
pp. 375-396 ◽  
Author(s):  
Richard H. Byrd ◽  
Jorge Nocedal ◽  
Figen Oztoprak
Keyword(s):  
Approximation Method ◽  
Quadratic Approximation ◽  
Regularized Optimization

REFINING THE QUADRATIC APPROXIMATION FORMULA FOR AN AMERICAN OPTION

2001 ◽  
Vol 04 (05) ◽  
pp. 773-781 ◽  
Author(s):  
WOON KWONG WONG ◽  
KAI XU
Keyword(s):  
Approximation Method ◽  
American Options ◽  
American Option ◽  
Quadratic Approximation ◽  
Approximation Formula ◽  
Qualitative Behavior ◽  
Special Case

The aim of this paper is to provide a more refined approximation for the valuation of an American option, based on the quadratic approximation method. We not only show that the result using the old method is the special case of our method, but also investigate the qualitative behavior of American options with respect to a certain new parameter.

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