A generalized complementarity approach to solving real option problems-Reference-Cited by-同舟云学术

A generalized complementarity approach to solving real option problems

Published:2008-06 Issue:6 Volume:32 Page:1754-1779
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Nagae Takeshi,Akamatsu Takashi

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference47 articles.

1. Akamatsu, T., Nagae, T., 2007. Option graphs: evaluating complex interdependent decisions under uncertainty. Management Science, submitted for publication.

2. Convergence of American option values from discrete- to continuous-time financial models;Amin;Mathematical Finance,1994

3. Investment lags;Bar-Ilan;American Economic Review,1996

4. Time-to-build and capacity choice;Bar-Ilan;Journal of Economic Dynamics & Control,2002

5. Efficient analytical approximation of American option values;Barone-Adesi;Journal of Finance,1987

Cited by 15 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Generalized modulus-based matrix splitting algorithm with Anderson acceleration strategy for vertical linear complementarity problems;Journal of Computational and Applied Mathematics;2024-06

2. General convergence results of the modulus-based methods for vertical nonlinear complementarity problems;Computational and Applied Mathematics;2024-04-08

3. A new matrix splitting generalized iteration method for linear complementarity problems;Applied Mathematics and Computation;2024-03

4. Relaxation modulus-based matrix splitting iteration method for vertical linear complementarity problem;Journal of Computational and Applied Mathematics;2024-02

5. A two-step iteration method for solving vertical nonlinear complementarity problems;AIMS Mathematics;2024