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Search: subject:"Predictor–corrector"
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Mathematical programming
6
Mathematische Optimierung
6
Theorie
5
Theory
5
Interior-point methods
3
Option pricing theory
3
Optionspreistheorie
3
Predictor-corrector
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predictor-corrector
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Predictor–corrector
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Predictor–corrector method
2
Quality control
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predictor-corrector methods
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-linear complementarity problem
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3
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2
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2
Du, Wei
2
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2
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2
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2
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RePEc
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ECONIS (ZBW)
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EconStor
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1
RipQP: a multi-precision regularized
predictor-corrector
method for convex quadratic optimization
Leconte, Geoffroy
;
Orban, Dominique
-
2021
Persistent link: https://www.econbiz.de/10012587423
Saved in:
2
Predictor-corrector
interior-point algorithm for P*(κ)-linear complementarity problems based on a new type of algebraic equivalent transformation technique
Darvay, Zsolt
;
Illés, Tibor
;
Rigó, Petra Renáta
- In:
European journal of operational research : EJOR
298
(
2022
)
1
,
pp. 25-35
Persistent link: https://www.econbiz.de/10013206800
Saved in:
3
The effectiveness of a
predictor-corrector
technique in European currency option valuation
Heo, Sangwoo
;
Yang, Jinsuk
;
Lim, SeungCheol
; …
- In:
Global Business & Finance Review (GBFR)
24
(
2019
)
4
,
pp. 1-7
Persistent link: https://www.econbiz.de/10012286688
Saved in:
4
The effectiveness of a
predictor-corrector
technique in European currency option valuation
Heo, Sangwoo
;
Yang, Jinsuk
;
Lim, SeungCheol
; …
- In:
Global business and finance review
24
(
2019
)
4
,
pp. 1-7
Persistent link: https://www.econbiz.de/10012161859
Saved in:
5
An interior-point path-following method for computing a perfect stationary point of a polynomial mapping on a polytope
Dang, Chuangyin
;
Meng, Xiaoxuan
;
Talman, Dolf
-
2015
Persistent link: https://www.econbiz.de/10011350148
Saved in:
6
A hybrid approach combining interior-point and branch-and-bound methods applied to the problem of sugar cane waste
Lima, Camila de
;
Balbo, Antonio Roberto
;
Homem, Thiago …
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
2
,
pp. 147-164
Persistent link: https://www.econbiz.de/10011625879
Saved in:
7
The stability analysis of
predictor-corrector
method in solving American option pricing model
Kalantari, R.
;
Shahmorad, S.
;
Ahmadian, D.
- In:
Computational economics
47
(
2016
)
2
,
pp. 255-274
Persistent link: https://www.econbiz.de/10011712341
Saved in:
8
Efficient high-order numerical methods for pricing of options
Hajipour, Mojtaba
;
Malek, Alaeddin
- In:
Computational economics
45
(
2015
)
1
,
pp. 31-47
Persistent link: https://www.econbiz.de/10010511343
Saved in:
9
On the convergence of a
predictor-corrector
variant algorithm
Almeida, R.
;
Teixeira, A.
- In:
Top : transactions in operations research
23
(
2015
)
2
,
pp. 401-418
Persistent link: https://www.econbiz.de/10011553132
Saved in:
10
Efficient High-Order Numerical Methods for Pricing of Options
Hajipour, Mojtaba
;
Malek, Alaeddin
- In:
Computational Economics
45
(
2015
)
1
,
pp. 31-47
points, a grid stretching transformation is employed. For the numerical solution of American put option, a
predictor–corrector
…
Persistent link: https://www.econbiz.de/10011155120
Saved in:
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