An Inverse Problem in American Options as a Mathematical Program with Equilibrium Constraints: C-Stationarity and an Active-Set-Newton Solver
2010 ◽
Vol 48
(7)
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pp. 4419-4452
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Keyword(s):
2000 ◽
Vol 4
(1)
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pp. 21-56
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Keyword(s):
2021 ◽
2002 ◽
Vol 12
(3)
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pp. 724-739
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2005 ◽
Vol 43
(5)
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pp. 1583-1615
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2004 ◽
Vol 19
(1)
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pp. 317-324
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2001 ◽
Vol 190
(43-44)
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pp. 5819-5836
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2007 ◽
Vol 134
(3)
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pp. 467-481
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