On power penalty methods for linear complementarity problems arising from American option pricing
2015 ◽
Vol 63
(1)
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pp. 165-180
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2017 ◽
Vol 305
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pp. 174-187
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2016 ◽
Vol 32
(4)
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pp. 921-932
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2008 ◽
Vol 4
(4)
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pp. 783-799
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2015 ◽
Vol 43
(2)
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pp. 137-142
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2008 ◽
Vol 36
(2)
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pp. 211-214
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