We propose a projection-type algorithm for generalized mixed variational in- equality problem in Euclidean space Rn. We establish the convergence theorem for the pro- posed algorithm, provided the multi-valued mapping is continuous and f-pseudomonotone with nonempty compact convex values on dom(f), where f : Rn --RU{+∞} is a proper func- tion. The algorithm presented in this paper generalize and improve some known algorithms in literatures. Preliminary computational experience is also reported.
In this paper,by using convex analysis technique,an explicit formula for European option pricing with dividend...
Wu Meng1,Huang Nanjing1,Zhao Changwen2 1.Department of Mathematics,Sichuan University,Chengdu 610064,P.R.China 2.College of Business and Management,Sichuan University,Chengdu 610064,P.R.China