검색결과 : 1건
| No. | Article |
|---|---|
| 1 |
AN INVERSE PROBLEM IN AMERICAN OPTIONS AS A MATHEMATICAL PROGRAM WITH EQUILIBRIUM CONSTRAINTS: C-STATIONARITY AND AN ACTIVE-SET-NEWTON SOLVER Hintermuller M, Tber MH SIAM Journal on Control and Optimization, 48(7), 4419, 2010 |