Using spectral element method to solve variational inequalities with applications in finance (Q508514): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.chaos.2015.09.006 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2180922895 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5558293 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computational Methods for Option Pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5318420 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4356583 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Linear Complementarity Problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing: A simplified approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3338613 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3433874 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4739817 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On some non-linear elliptic differential functional equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nine Ways to Implement the Binomial Method for Option Valuation in MATLAB / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4794126 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5453896 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5709400 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4490850 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Introduction to Variational Inequalities and Their Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Spectral Element Method in Structural Dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4004026 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An algorithm for the fast solution of symmetric linear complementarity problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A spectral element method for fluid dynamics: Laminar flow in a channel expansion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite element solution of diffusion problems with irregular data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tools for computational finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5297902 / rank
 
Normal rank

Latest revision as of 09:07, 13 July 2024

scientific article
Language Label Description Also known as
English
Using spectral element method to solve variational inequalities with applications in finance
scientific article

    Statements

    Using spectral element method to solve variational inequalities with applications in finance (English)
    0 references
    7 February 2017
    0 references
    American options
    0 references
    spectral element methods
    0 references
    variational inequalities
    0 references
    linear complementarity problems
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references