Using a meshless kernel-based method to solve the Black-Scholes variational inequality of American options (Q1655400): Difference between revisions

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Revision as of 06:45, 16 July 2024

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Using a meshless kernel-based method to solve the Black-Scholes variational inequality of American options
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    Using a meshless kernel-based method to solve the Black-Scholes variational inequality of American options (English)
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    9 August 2018
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    American options
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    positive definite kernels
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    variational inequalities
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    linear complementarity problems
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