A numerical analysis of variational valuation techniques for derivative securities (Q702595): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:54, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical analysis of variational valuation techniques for derivative securities |
scientific article |
Statements
A numerical analysis of variational valuation techniques for derivative securities (English)
0 references
17 January 2005
0 references
Mathematical finance
0 references
Variational inequalities
0 references
Finite element discretization
0 references
Option pricing
0 references
