Using spectral element method to solve variational inequalities with applications in finance (Q508514): Difference between revisions
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Property / Mathematics Subject Classification ID: 91G60 / rank | |||
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Property / Mathematics Subject Classification ID: 65M70 / rank | |||
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Property / Mathematics Subject Classification ID: 65K15 / rank | |||
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Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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Property / Mathematics Subject Classification ID: 60G40 / rank | |||
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Property / zbMATH DE Number: 6681540 / rank | |||
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spectral element methods | |||
Property / zbMATH Keywords: spectral element methods / rank | |||
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variational inequalities | |||
Property / zbMATH Keywords: variational inequalities / rank | |||
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linear complementarity problems | |||
Property / zbMATH Keywords: linear complementarity problems / rank | |||
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Revision as of 02:12, 1 July 2023
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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