In this paper we consider the European continuous installment call option. Then  its linear complementarity formulation is given. Writing the resulted problem in variational form, we prove the existence and uniqueness of its weak solution. Finally finite element method is applied to price the European continuous installment call option.

In this paper, we study some properties of quasiconvex nonlinear complementarity functions. However, we prove that a nonlinear complementarity function cannot be pseudoconvex. As a consequence of this, we show that every convex nonlinear complementarity function is nondifferentiable. Furthermore, some properties of homogeneous nonlinear complementarity functions are proved.

An infeasible interior-point algorithm for mixed symmetric cone linear complementarity problems is proposed. Using the machinery of Euclidean Jordan algebras and Nesterov-Todd search direction, the convergence analysis of the algorithm is shown and proved. Moreover, we obtain a polynomial time complexity bound which matches the currently best known iteration bound for infeasible interior-point ...

The article is devoted to the problem of spatial inequality regions caused by centripetal or centrifugal forces because agglomeration effects and interaction costs. It corresponds with main idea new economic geography. A differentiated approach regional development strategizing proposed in study as a tool for reducing level imbalance. Herein use technological arbitrage (catching-up) strategy pe...

In this paper, we consider complementarity problem associated with circular cone, which is a type of nonsymmetric cone complementarity problem. The main purpose of this paper is to show the readers how to construct complementarity functions for such nonsymmetric cone complementarity problem, and propose a few merit functions for solving such a complementarity problem. In addition, we study the ...

Sustainability assessments bring together different perspectives that pertain to sustainability to produce overall assessments, and a wealth of approaches and tools have been developed in the past decades. However, two major problems remain. The problem of integration concerns the surplus of possibilities for integration; different tools produce different assessments. The problem of implementat...

For over three decades Sub-Saharan African (SSA) countries have had an interest in regional integration initiatives to accelerate their industrialization and growth. The projects proposed to foster integration encompass a broad range of initiatives such as: (i) the development of regional ports to help African countries effectively utilize modern shipping technologies, and realize economies of ...

In this paper we consider some extensions of the Linear Complementarity Problem, which is one of the fundamental problems in mathematical programming. More specifically we consider the Linear Dynamic Complementarity Problem (LDCP), the Generalized Linear Complementarity Problem (GLCP) and the Extended Linear Complementarity Problem (ELCP). We show that the LDCP is a special case of the ELCP and...

Empirical research on complementarity between organizational design decisions has traditionally focused on the question of existence of complementarity. In this paper we take a broader approach to the issue, combining a “productivity” and an “adoption” approach, while including a search for contextual variables in the firm’s strategy that affect complementarity. Analysis of contextual variables...