Using spectral element method to solve variational inequalities with applications in finance (Q508514): Difference between revisions
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scientific article
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English | Using spectral element method to solve variational inequalities with applications in finance |
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Using spectral element method to solve variational inequalities with applications in finance (English)
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7 February 2017
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American options
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spectral element methods
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variational inequalities
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linear complementarity problems
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