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

@@ Property / author @@
-Mojtaba Moradipour
@@ Property / author: Mojtaba Moradipour / rank @@
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@@ Property / author @@
-Sohrab Ali Yousefi
@@ Property / author: Sohrab Ali Yousefi / rank @@
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@@ Property / zbMATH DE Number: 6681540 / rank @@
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@@ Property / zbMATH Keywords @@
+American options
@@ Property / zbMATH Keywords: American options / rank @@
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@@ Property / zbMATH Keywords @@
+spectral element methods
@@ Property / zbMATH Keywords: spectral element methods / rank @@
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@@ Property / zbMATH Keywords @@
+variational inequalities
@@ Property / zbMATH Keywords: variational inequalities / rank @@
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@@ Property / zbMATH Keywords @@
+linear complementarity problems
@@ Property / zbMATH Keywords: linear complementarity problems / rank @@
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+Mojtaba Moradipour
@@ Property / author: Mojtaba Moradipour / rank @@
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@@ Property / author @@
+Sohrab Ali Yousefi
@@ Property / author: Sohrab Ali Yousefi / rank @@
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+Computational Methods for Option Pricing
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+The Linear Complementarity Problem
@@ Property / cites work: The Linear Complementarity Problem / rank @@
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+Option pricing: A simplified approach
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+On some non-linear elliptic differential functional equations
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+Nine Ways to Implement the Binomial Method for Option Valuation in MATLAB
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+An Introduction to Variational Inequalities and Their Applications
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+Spectral Element Method in Structural Dynamics
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+Tools for computational finance
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+Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
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+Q5297902
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+Publication:508514