Using spectral element method to solve variational inequalities with applications in finance (Q508514): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 06:23, 30 January 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