2008 | ||
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2 | EE | Changhyun Kwon, Terry L. Friesz: Valuation of American options by the gradient projection method. Applied Mathematics and Computation 206(1): 380-388 (2008) |
1990 | ||
1 | Terry L. Friesz, Roger L. Tobin, Hsun-Jung Cho, Nihal J. Mehta: Sensitivity Analysis Based Heuristic Algorithms for Mathematical Programs with Variational Inequality Constraints. Math. Program. 48: 265-284 (1990) |
1 | Hsun-Jung Cho | [1] |
2 | Changhyun Kwon | [2] |
3 | Nihal J. Mehta | [1] |
4 | Roger L. Tobin | [1] |