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Found 44 Documents (Results 1–44)

Real options and variational inequalities. (English) Zbl 1299.91164

Koo, Hyeng Keun (ed.), New trends in financial engineering. Works under the auspices of the World Class University Program of Ajou University. Amsterdam: IOS Press (ISBN 978-1-60750-834-2/hbk; 978-1-60750-835-9/ebook). Studies in Probability, Optimization and Statistics 4, 1-15 (2011).
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Real options. (English) Zbl 1180.91303

Bensoussan, Alain (ed.) et al., Handbook of numerical analysis. Vol XV. Special Volume: Mathematical modeling and numerical methods in finance. Amsterdam: Elsevier/North-Holland (ISBN 978-0-444-51879-8/hbk). Handbook of Numerical Analysis 15, 531-572 (2009).
MSC:  91G50 91B25 91G80 49J40
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Selected works of Jacques-Louis Lions. Vol. II: Control and homogenization. (Œuvres choisies de Jacques-Louis Lions. Tome II: Contrôle et homogénéisation. Comité scientifique: Alain Bensoussan, Philippe G. Ciarlet, Roland Glowinski, Roger Temam. Coordination: François Murat, Jean-Pierre Puel. Préface par Alain Bensoussan.) (French, English) Zbl 1018.01013

Les Ulis: EDP Sciences. xv, 863 p. (2003).
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Penalization methods applied to nonlinear elliptic unilateral problems. (English) Zbl 0911.65056

Bristeau, M.-O. (ed.) et al., Computational science for the 21st century. Dedicated to Prof. Roland Glowinski on the occasion of his 60th birthday. Symposium, Tours, France, May 5–7, 1997. Chichester: John Wiley & Sons. 670-697 (1997).
MSC:  65K10 49J40 49M30
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Stochastic variational inequalities in Hilbert spaces. (Inéquations variationnelles stochastiques dans les espaces de Hilbert.) (French) Zbl 0849.60063

Désidéri, J.-A. (ed.) et al., Optimisation et contrôle. Actes du colloque organisé en l’honneur du soixantième anniversaire de Jean Céa, Sophia-Antipolis, France, Avril 8-10, 1992. Toulouse: Cépaduès Éditions. 47-61 (1993).
Reviewer: J.Lacroix (Paris)
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