SIAM Journal on Numerical Analysis, Vol. 34, No. 4 (Aug., 1997), pp. 1600-1615 (16 pages) This paper deals with a posteriori error estimators for nonconforming ...

This article describes three approximation methods I used to solve the growth model (Model 1) studied by the National Bureau of Economic Research's nonlinear rational-expectations-modeling group ...

This paper provides an efficient and accurate hybrid method to price American standard options in certain jump-diffusion models and American barrier-type options under the Black–Scholes framework. Our ...

There are three groups of optimization techniques available in PROC NLP. A particular optimizer can be selected with the TECH=name option in the PROC NLP statement. Since no single optimization ...